+53.5%
LUNR vs CRL
-27.0%
+80.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.0% |
| 7D | -3.6% | -1.0% | -2.6% | -3.5% |
| 30D | +5.9% | +10.7% | -4.8% | +4.0% |
| 3M | -56.0% | +55.3% | -111.2% | -59.5% |
| 6M | -20.5% | +60.7% | -81.1% | -27.8% |
| YTD | -8.7% | +44.6% | -53.4% | -16.2% |
| 1Y | +75.9% | +77.7% | -1.9% | +57.4% |
| 3Y | +202.9% | +37.6% | +165.2% | +160.1% |
| All | +53.5% | -27.0% | +80.4% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling