+22.4%
LUNR vs CP
+26.3%
-3.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.8% |
| 7D | +12.7% | +2.8% | +9.9% | +11.7% |
| 30D | -10.5% | +11.0% | -21.5% | -13.5% |
| 3M | -25.2% | +3.8% | -29.0% | -26.0% |
| 6M | -59.2% | +9.5% | -68.7% | -60.5% |
| YTD | -27.2% | +28.2% | -55.4% | -32.8% |
| 1Y | +19.7% | +33.0% | -13.3% | +9.6% |
| 3Y | +314.4% | +35.5% | +278.8% | +297.2% |
| All | +22.4% | +26.3% | -3.9% | +15.6% |
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