+26.2%
LUNR vs CFG
+60.5%
-34.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.3% | +2.8% |
| 7D | +22.7% | -0.8% | +23.4% | +23.4% |
| 30D | -5.3% | +3.1% | -8.4% | -6.3% |
| 3M | -26.1% | -9.7% | -16.4% | -22.7% |
| 6M | -62.4% | +6.7% | -69.1% | -63.7% |
| YTD | -25.0% | +15.2% | -40.1% | -30.0% |
| 1Y | +29.0% | +28.8% | +0.2% | +15.4% |
| 3Y | +327.4% | +190.1% | +137.3% | +249.0% |
| All | +26.2% | +60.5% | -34.3% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling