+35.0%
LUNR vs CNH
-17.4%
+52.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.2% | +11.1% | +8.3% |
| 7D | +51.2% | +6.4% | +44.8% | +48.6% |
| 30D | +7.0% | -1.6% | +8.6% | +7.6% |
| 3M | -23.1% | +11.6% | -34.7% | -26.3% |
| 6M | -59.4% | +12.5% | -71.9% | -61.3% |
| YTD | -19.7% | +31.1% | -50.8% | -27.1% |
| 1Y | +39.5% | +17.0% | +22.5% | +30.8% |
| 3Y | +357.2% | +28.7% | +328.5% | +342.9% |
| All | +35.0% | -17.4% | +52.4% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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