+48.7%
LUNR vs TDY
+34.6%
+14.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.1% | -2.5% |
| 7D | -3.1% | -1.1% | -2.0% | -2.5% |
| 30D | -15.3% | -12.0% | -3.3% | -8.9% |
| 3M | -53.2% | -3.2% | -50.0% | -52.0% |
| 6M | -22.2% | -7.9% | -14.4% | -17.7% |
| YTD | -11.6% | +18.2% | -29.8% | -13.5% |
| 1Y | +68.4% | +6.7% | +61.8% | +69.9% |
| 3Y | +216.8% | +47.5% | +169.2% | +217.3% |
| All | +48.7% | +34.6% | +14.1% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 all: compounded portfolio wealth divided by compounded TDY 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…
all analysis · Full analysis span regression · 6 months rolling