+229.8%
LUNR vs TAP
-33.0%
+262.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.6% |
| 7D | +0.5% | -5.1% | +5.6% | +1.3% |
| 30D | -5.3% | -8.4% | +3.1% | -4.1% |
| 3M | -45.6% | -3.9% | -41.7% | -45.7% |
| 6M | -17.4% | -14.4% | -3.0% | -14.7% |
| YTD | -7.9% | -14.7% | +6.8% | -6.6% |
| 1Y | +77.6% | -18.7% | +96.3% | +83.6% |
| All | +229.8% | -33.0% | +262.8% | +254.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling