+374.5%
LUNR vs TAP
-22.2%
+396.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.5% | -0.2% |
| 7D | +24.2% | +1.3% | +22.9% | +24.2% |
| 30D | +18.0% | +5.7% | +12.2% | +17.0% |
| 3M | -26.0% | -1.9% | -24.1% | -25.9% |
| 6M | -63.6% | +0.9% | -64.5% | -63.8% |
| YTD | -19.9% | -9.5% | -10.4% | -19.6% |
| 1Y | +50.1% | -9.0% | +59.1% | +49.7% |
| 3Y | +374.5% | -22.2% | +396.7% | +388.6% |
| All | +374.5% | -22.2% | +396.6% | +388.6% |
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