+53.5%
LUNR vs CDW
-16.4%
+69.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -3.6% | +3.2% | -6.8% | -4.6% |
| 30D | +5.9% | +9.3% | -3.4% | +2.8% |
| 3M | -56.0% | +9.8% | -65.8% | -57.6% |
| 6M | -20.5% | +23.3% | -43.8% | -28.5% |
| YTD | -8.7% | +13.7% | -22.4% | -15.5% |
| 1Y | +75.9% | -6.5% | +82.4% | +78.1% |
| 3Y | +202.9% | -25.2% | +228.1% | +225.1% |
| All | +53.5% | -16.4% | +69.8% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling