+48.7%
LUNR vs TEVA
+298.0%
-249.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.9% | -2.1% |
| 7D | -3.1% | +2.0% | -5.1% | -3.4% |
| 30D | -15.3% | +1.0% | -16.3% | -15.5% |
| 3M | -53.2% | +7.3% | -60.5% | -53.7% |
| 6M | -22.2% | +21.7% | -43.9% | -24.6% |
| YTD | -11.6% | +18.8% | -30.4% | -13.9% |
| 1Y | +68.4% | +86.5% | -18.0% | +55.8% |
| 3Y | +216.8% | +269.4% | -52.6% | +196.9% |
| All | +48.7% | +298.0% | -249.3% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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