+53.5%
LUNR vs CP
+23.1%
+30.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -3.6% | -2.7% | -1.0% | -2.8% |
| 30D | +5.9% | +0.2% | +5.7% | +5.9% |
| 3M | -56.0% | +2.6% | -58.5% | -56.4% |
| 6M | -20.5% | +6.0% | -26.4% | -22.2% |
| YTD | -8.7% | +24.9% | -33.7% | -14.9% |
| 1Y | +75.9% | +20.1% | +55.8% | +65.9% |
| 3Y | +202.9% | +16.4% | +186.5% | +174.9% |
| All | +53.5% | +23.1% | +30.4% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling