+226.2%
LUNR vs CVE
+53.7%
+172.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | -0.6% | +22.0% | +21.7% |
| 7D | -1.9% | -16.1% | +14.3% | +6.2% |
| 30D | -27.3% | -10.4% | -17.0% | -24.2% |
| 3M | -29.9% | -2.4% | -27.5% | -30.0% |
| 6M | -60.2% | -4.4% | -55.8% | -60.3% |
| YTD | -35.5% | +64.9% | -100.4% | -52.5% |
| 1Y | +9.5% | +66.0% | -56.5% | -19.4% |
| 3Y | +226.2% | +57.7% | +168.5% | +101.8% |
| All | +226.2% | +53.7% | +172.4% | +101.8% |
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