+34.7%
LUNR vs CDW
-5.8%
+40.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | 0.0% |
| 7D | +24.2% | +9.3% | +14.8% | +21.3% |
| 30D | +18.0% | +14.4% | +3.6% | +13.9% |
| 3M | -26.0% | +21.4% | -47.4% | -30.3% |
| 6M | -63.6% | +72.8% | -136.4% | -70.1% |
| YTD | -19.9% | +28.0% | -47.9% | -28.5% |
| 1Y | +50.1% | +19.3% | +30.8% | +38.5% |
| 3Y | +374.5% | -15.3% | +389.8% | +392.0% |
| All | +34.7% | -5.8% | +40.5% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling