+54.8%
LUNR vs TENB
-38.0%
+92.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.7% |
| 7D | +0.5% | -1.7% | +2.2% | +0.8% |
| 30D | -5.3% | -8.3% | +2.9% | -4.5% |
| 3M | -45.6% | +26.2% | -71.8% | -48.1% |
| 6M | -17.4% | +60.2% | -77.5% | -24.4% |
| YTD | -7.9% | +43.1% | -51.0% | -14.8% |
| 1Y | +77.6% | +9.4% | +68.3% | +71.4% |
| 3Y | +247.4% | -23.9% | +271.3% | +244.4% |
| All | +54.8% | -38.0% | +92.8% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling