+54.8%
LUNR vs CLX
-37.7%
+92.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.6% | -4.8% |
| 7D | +0.5% | -4.9% | +5.5% | +0.4% |
| 30D | -5.3% | -15.8% | +10.5% | -5.8% |
| 3M | -45.6% | -7.9% | -37.7% | -45.7% |
| 6M | -17.4% | -19.0% | +1.7% | -17.4% |
| YTD | -7.9% | -7.9% | 0.0% | -8.3% |
| 1Y | +77.6% | -25.4% | +103.0% | +78.2% |
| 3Y | +247.4% | -35.0% | +282.5% | +244.1% |
| All | +54.8% | -37.7% | +92.5% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling