+34.7%
LUNR vs CVE
+165.8%
-131.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | +24.2% | +5.9% | +18.2% | +24.2% |
| 30D | +18.0% | -10.9% | +28.8% | +17.9% |
| 3M | -26.0% | -4.5% | -21.5% | -26.0% |
| 6M | -63.6% | -1.0% | -62.6% | -63.5% |
| YTD | -19.9% | +74.7% | -94.6% | -18.5% |
| 1Y | +50.1% | +65.8% | -15.7% | +52.1% |
| 3Y | +374.5% | +73.2% | +301.3% | +352.2% |
| All | +34.7% | +165.8% | -131.1% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling