+53.5%
LUNR vs CFG
+72.4%
-18.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -3.6% | +1.5% | -5.2% | -4.3% |
| 30D | +5.9% | -3.8% | +9.7% | +7.7% |
| 3M | -56.0% | +11.5% | -67.4% | -58.2% |
| 6M | -20.5% | +19.2% | -39.7% | -26.8% |
| YTD | -8.7% | +23.7% | -32.5% | -17.5% |
| 1Y | +75.9% | +38.8% | +37.0% | +52.5% |
| 3Y | +202.9% | +178.9% | +24.0% | +134.9% |
| All | +53.5% | +72.4% | -18.9% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling