+54.8%
LUNR vs CDW
-21.9%
+76.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.3% | -4.3% |
| 7D | +0.5% | -4.2% | +4.8% | +1.6% |
| 30D | -5.3% | +4.9% | -10.2% | -7.0% |
| 3M | -45.6% | +7.3% | -52.9% | -47.6% |
| 6M | -17.4% | +19.2% | -36.5% | -25.4% |
| YTD | -7.9% | +6.2% | -14.1% | -13.2% |
| 1Y | +77.6% | -14.0% | +91.7% | +84.6% |
| 3Y | +247.4% | -30.0% | +277.4% | +279.7% |
| All | +54.8% | -21.9% | +76.7% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling