+53.5%
LUNR vs CBRE
+42.8%
+10.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -3.6% | -2.0% | -1.7% | -2.9% |
| 30D | +5.9% | -2.2% | +8.1% | +6.4% |
| 3M | -56.0% | +12.9% | -68.9% | -59.0% |
| 6M | -20.5% | +4.3% | -24.8% | -22.9% |
| YTD | -8.7% | -8.0% | -0.7% | -6.6% |
| 1Y | +75.9% | -8.6% | +84.5% | +80.5% |
| 3Y | +202.9% | +71.9% | +131.0% | +172.9% |
| All | +53.5% | +42.8% | +10.7% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CBRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling