+54.8%
LUNR vs CRS
+1,400.6%
-1,345.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +0.5% | -0.5% | +1.1% | +0.6% |
| 30D | -5.3% | -18.1% | +12.8% | +1.0% |
| 3M | -45.6% | -12.4% | -33.2% | -43.0% |
| 6M | -17.4% | +15.9% | -33.3% | -21.4% |
| YTD | -7.9% | +45.8% | -53.8% | -18.8% |
| 1Y | +77.6% | +87.8% | -10.1% | +45.6% |
| 3Y | +247.4% | +648.7% | -401.3% | +173.3% |
| All | +54.8% | +1,400.6% | -1,345.8% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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