+216.8%
LUNR vs TD
+127.3%
+89.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.7% |
| 7D | -3.1% | -0.5% | -2.6% | -2.5% |
| 30D | -15.3% | -1.9% | -13.4% | -13.3% |
| 3M | -53.2% | +4.8% | -57.9% | -56.0% |
| 6M | -22.2% | +28.0% | -50.2% | -42.0% |
| YTD | -11.6% | +30.3% | -41.9% | -35.1% |
| 1Y | +68.4% | +59.8% | +8.7% | -0.1% |
| 3Y | +216.8% | +124.7% | +92.1% | +24.0% |
| All | +216.8% | +127.3% | +89.4% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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