+54.8%
LUNR vs CP
+21.1%
+33.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.6% | -4.4% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | -5.3% | -0.5% | -4.8% | -5.1% |
| 3M | -45.6% | +0.1% | -45.7% | -45.7% |
| 6M | -17.4% | +7.8% | -25.2% | -19.5% |
| YTD | -7.9% | +22.9% | -30.8% | -13.7% |
| 1Y | +77.6% | +21.3% | +56.3% | +67.2% |
| 3Y | +247.4% | +20.4% | +227.1% | +225.5% |
| All | +54.8% | +21.1% | +33.8% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling