+222.7%
LUNR vs CG
+44.6%
+178.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.2% | -0.1% |
| 7D | -0.5% | -9.8% | +9.3% | +8.4% |
| 30D | -11.3% | -10.3% | -1.0% | -3.5% |
| 3M | -44.9% | -1.7% | -43.2% | -45.5% |
| 6M | -17.3% | -9.8% | -7.5% | -12.2% |
| YTD | -9.9% | -25.6% | +15.7% | +13.4% |
| 1Y | +76.1% | -32.5% | +108.7% | +142.4% |
| All | +222.7% | +44.6% | +178.1% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling