+216.8%
LUNR vs CLX
-36.5%
+253.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.8% |
| 7D | -3.1% | -5.7% | +2.6% | -2.7% |
| 30D | -15.3% | -17.0% | +1.7% | -14.2% |
| 3M | -53.2% | -9.7% | -43.5% | -52.8% |
| 6M | -22.2% | -19.8% | -2.4% | -20.1% |
| YTD | -11.6% | -9.8% | -1.7% | -12.5% |
| 1Y | +68.4% | -26.2% | +94.6% | +76.6% |
| 3Y | +216.8% | -36.2% | +253.0% | +239.8% |
| All | +216.8% | -36.5% | +253.2% | +239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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