+54.8%
LUNR vs TECK
+176.8%
-122.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.5% | -3.7% |
| 7D | +0.5% | +4.9% | -4.3% | -1.6% |
| 30D | -5.3% | +5.2% | -10.5% | -7.7% |
| 3M | -45.6% | +13.8% | -59.4% | -48.9% |
| 6M | -17.4% | +38.5% | -55.9% | -27.8% |
| YTD | -7.9% | +47.3% | -55.3% | -21.3% |
| 1Y | +77.6% | +81.0% | -3.3% | +39.3% |
| 3Y | +247.4% | +79.9% | +167.6% | +172.2% |
| All | +54.8% | +176.8% | -122.0% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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