+48.7%
LUNR vs CRL
-29.6%
+78.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.8% | -2.2% |
| 7D | -3.1% | -3.5% | +0.4% | -2.5% |
| 30D | -15.3% | -2.1% | -13.2% | -15.1% |
| 3M | -53.2% | +48.0% | -101.1% | -56.6% |
| 6M | -22.2% | +64.7% | -87.0% | -29.6% |
| YTD | -11.6% | +39.5% | -51.1% | -18.3% |
| 1Y | +68.4% | +74.2% | -5.8% | +51.4% |
| 3Y | +216.8% | +39.4% | +177.4% | +176.5% |
| All | +48.7% | -29.6% | +78.3% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling