+48.7%
LUNR vs CDW
-15.6%
+64.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.8% | -9.7% | -4.0% |
| 7D | -3.1% | +0.9% | -4.0% | -3.6% |
| 30D | -15.3% | +13.1% | -28.4% | -18.7% |
| 3M | -53.2% | +19.7% | -72.8% | -56.4% |
| 6M | -22.2% | +30.7% | -52.9% | -31.8% |
| YTD | -11.6% | +14.7% | -26.3% | -18.6% |
| 1Y | +68.4% | -5.3% | +73.7% | +69.7% |
| 3Y | +216.8% | -23.8% | +240.6% | +238.4% |
| All | +48.7% | -15.6% | +64.3% | +61.8% |
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