+53.5%
LUNR vs CF
+124.6%
-71.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | +0.9% |
| 7D | -3.6% | +6.0% | -9.7% | -3.9% |
| 30D | +5.9% | +14.8% | -9.0% | +5.1% |
| 3M | -56.0% | +14.1% | -70.0% | -56.3% |
| 6M | -20.5% | +28.5% | -49.0% | -23.8% |
| YTD | -8.7% | +74.9% | -83.7% | -16.3% |
| 1Y | +75.9% | +61.7% | +14.2% | +63.0% |
| 3Y | +202.9% | +80.3% | +122.5% | +178.5% |
| All | +53.5% | +124.6% | -71.1% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling