+244.4%
LUNR vs CP
+21.0%
+223.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.4% |
| 7D | -3.6% | -2.7% | -1.0% | -1.2% |
| 30D | +5.9% | +0.2% | +5.7% | +5.9% |
| 3M | -56.0% | +2.6% | -58.5% | -57.6% |
| 6M | -20.5% | +6.0% | -26.4% | -26.1% |
| YTD | -8.7% | +24.9% | -33.7% | -29.4% |
| 1Y | +75.9% | +20.1% | +55.8% | +42.3% |
| All | +244.4% | +21.0% | +223.4% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling