+53.5%
LUNR vs COO
-33.2%
+86.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.4% |
| 7D | -3.6% | -2.2% | -1.4% | -2.8% |
| 30D | +5.9% | -7.0% | +12.9% | +8.8% |
| 3M | -56.0% | +12.2% | -68.2% | -59.0% |
| 6M | -20.5% | -15.1% | -5.3% | -14.9% |
| YTD | -8.7% | -15.1% | +6.3% | -2.6% |
| 1Y | +75.9% | +2.3% | +73.6% | +71.3% |
| 3Y | +202.9% | -23.7% | +226.5% | +237.8% |
| All | +53.5% | -33.2% | +86.6% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling