+48.7%
LUNR vs CGNX
-19.5%
+68.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.9% | -3.2% |
| 7D | -3.1% | +3.2% | -6.3% | -4.1% |
| 30D | -15.3% | +6.0% | -21.3% | -16.8% |
| 3M | -53.2% | +3.5% | -56.7% | -53.8% |
| 6M | -22.2% | +26.3% | -48.5% | -27.5% |
| YTD | -11.6% | +79.2% | -90.8% | -28.0% |
| 1Y | +68.4% | +43.8% | +24.6% | +47.5% |
| 3Y | +216.8% | +52.0% | +164.8% | +153.1% |
| All | +48.7% | -19.5% | +68.2% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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