+35.0%
LUNR vs CMS
+34.0%
+1.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.6% | +7.6% | +6.9% |
| 7D | +51.2% | -1.3% | +52.4% | +51.0% |
| 30D | +7.0% | +5.3% | +1.7% | +7.4% |
| 3M | -23.1% | -0.3% | -22.8% | -23.0% |
| 6M | -59.4% | -4.0% | -55.4% | -59.4% |
| YTD | -19.7% | +2.1% | -21.9% | -19.5% |
| 1Y | +39.5% | -4.7% | +44.2% | +40.0% |
| 3Y | +357.2% | +36.8% | +320.4% | +350.0% |
| All | +35.0% | +34.0% | +1.1% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling