+34.7%
LUNR vs CFG
+60.2%
-25.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +24.2% | +3.2% | +21.0% | +22.6% |
| 30D | +18.0% | +5.1% | +12.8% | +15.6% |
| 3M | -26.0% | -11.2% | -14.7% | -22.0% |
| 6M | -63.6% | +9.6% | -73.1% | -65.2% |
| YTD | -19.9% | +15.0% | -34.9% | -25.2% |
| 1Y | +50.1% | +29.9% | +20.3% | +33.7% |
| 3Y | +374.5% | +192.1% | +182.4% | +287.9% |
| All | +34.7% | +60.2% | -25.5% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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