+374.5%
LUNR vs CG
+46.4%
+328.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -1.1% |
| 7D | +24.2% | +0.2% | +24.0% | +23.9% |
| 30D | +18.0% | +11.2% | +6.8% | +7.1% |
| 3M | -26.0% | -22.1% | -3.9% | -9.5% |
| 6M | -63.6% | -17.9% | -45.6% | -57.9% |
| YTD | -19.9% | -31.3% | +11.4% | +7.4% |
| 1Y | +50.1% | -24.0% | +74.1% | +85.2% |
| 3Y | +374.5% | +45.0% | +329.5% | +211.7% |
| All | +374.5% | +46.4% | +328.1% | +211.7% |
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