+216.8%
LUNR vs TENB
-34.6%
+251.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.0% | +4.1% | +0.2% |
| 7D | -3.1% | -12.1% | +9.0% | +1.2% |
| 30D | -15.3% | -18.6% | +3.3% | -10.1% |
| 3M | -53.2% | +12.1% | -65.2% | -57.1% |
| 6M | -22.2% | +46.8% | -69.0% | -37.4% |
| YTD | -11.6% | +28.0% | -39.5% | -25.3% |
| 1Y | +68.4% | -1.4% | +69.8% | +65.1% |
| 3Y | +216.8% | -33.9% | +250.7% | +266.9% |
| All | +216.8% | -34.6% | +251.3% | +266.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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