+34.7%
LUNR vs COO
-39.8%
+74.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.5% |
| 7D | +24.2% | +0.5% | +23.7% | +24.0% |
| 30D | +18.0% | +14.2% | +3.8% | +11.8% |
| 3M | -26.0% | -18.2% | -7.8% | -20.7% |
| 6M | -63.6% | +5.3% | -68.9% | -65.8% |
| YTD | -19.9% | -23.6% | +3.7% | -11.8% |
| 1Y | +50.1% | -12.7% | +62.8% | +54.8% |
| 3Y | +374.5% | -24.2% | +398.6% | +445.6% |
| All | +34.7% | -39.8% | +74.5% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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