+35.0%
LUNR vs CP
+27.4%
+7.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.9% | +6.1% | +6.7% |
| 7D | +51.2% | +0.9% | +50.3% | +50.7% |
| 30D | +7.0% | +10.3% | -3.4% | +3.6% |
| 3M | -23.1% | +2.3% | -25.4% | -23.7% |
| 6M | -59.4% | +10.7% | -70.1% | -60.8% |
| YTD | -19.7% | +29.3% | -49.0% | -26.0% |
| 1Y | +39.5% | +31.5% | +8.1% | +28.2% |
| 3Y | +357.2% | +36.7% | +320.5% | +337.2% |
| All | +35.0% | +27.4% | +7.6% | +27.3% |
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