+51.5%
LUNR vs CMS
+29.9%
+21.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.2% |
| 7D | -0.5% | -1.3% | +0.8% | -0.6% |
| 30D | -11.3% | -2.8% | -8.5% | -11.4% |
| 3M | -44.9% | -7.1% | -37.8% | -45.1% |
| 6M | -17.3% | -10.0% | -7.3% | -17.6% |
| YTD | -9.9% | -0.9% | -9.0% | -10.0% |
| 1Y | +76.1% | -2.0% | +78.1% | +76.1% |
| 3Y | +240.0% | +33.0% | +207.0% | +234.0% |
| All | +51.5% | +29.9% | +21.6% | +47.3% |
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