+54.8%
LUNR vs CF
+132.6%
-77.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.8% | -7.5% | -4.8% |
| 7D | +0.5% | -0.8% | +1.4% | +0.6% |
| 30D | -5.3% | +14.3% | -19.6% | -5.9% |
| 3M | -45.6% | +27.9% | -73.5% | -46.5% |
| 6M | -17.4% | +25.5% | -42.9% | -20.1% |
| YTD | -7.9% | +81.2% | -89.1% | -15.7% |
| 1Y | +77.6% | +66.5% | +11.1% | +64.4% |
| 3Y | +247.4% | +76.7% | +170.8% | +219.2% |
| All | +54.8% | +132.6% | -77.8% | +42.1% |
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