+51.5%
LUNR vs TAP
-5.5%
+57.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.2% |
| 7D | -0.5% | -5.3% | +4.7% | -1.3% |
| 30D | -11.3% | -7.4% | -3.9% | -12.1% |
| 3M | -44.9% | -4.9% | -40.0% | -45.1% |
| 6M | -17.3% | -14.2% | -3.1% | -18.3% |
| YTD | -9.9% | -14.8% | +4.9% | -11.2% |
| 1Y | +76.1% | -18.1% | +94.2% | +73.3% |
| 3Y | +240.0% | -32.7% | +272.7% | +217.2% |
| All | +51.5% | -5.5% | +57.0% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling