+34.7%
LUNR vs CF
+110.7%
-76.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.2% |
| 7D | +24.2% | +4.8% | +19.4% | +24.0% |
| 30D | +18.0% | +4.7% | +13.3% | +17.9% |
| 3M | -26.0% | +7.4% | -33.4% | -26.1% |
| 6M | -63.6% | +0.6% | -64.2% | -63.5% |
| YTD | -19.9% | +64.1% | -84.0% | -26.3% |
| 1Y | +50.1% | +51.4% | -1.3% | +39.7% |
| 3Y | +374.5% | +67.8% | +306.7% | +337.9% |
| All | +34.7% | +110.7% | -76.0% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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