+374.5%
LUNR vs CVE
+74.2%
+300.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +24.2% | +5.9% | +18.2% | +21.0% |
| 30D | +18.0% | -10.9% | +28.8% | +23.8% |
| 3M | -26.0% | -4.5% | -21.5% | -25.1% |
| 6M | -63.6% | -1.0% | -62.6% | -64.1% |
| YTD | -19.9% | +74.7% | -94.6% | -42.8% |
| 1Y | +50.1% | +65.8% | -15.7% | +10.4% |
| 3Y | +374.5% | +73.2% | +301.3% | +188.5% |
| All | +374.5% | +74.2% | +300.2% | +188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 3y: compounded portfolio wealth divided by compounded CVE 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…
3y analysis · Full analysis span regression · 6 months rolling