+222.7%
LUNR vs TLN
+469.0%
-246.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -0.9% |
| 7D | -0.5% | +2.0% | -2.5% | -1.4% |
| 30D | -11.3% | -12.9% | +1.7% | -5.1% |
| 3M | -44.9% | -7.4% | -37.5% | -43.6% |
| 6M | -17.3% | -6.0% | -11.3% | -16.8% |
| YTD | -9.9% | -16.9% | +7.0% | -6.5% |
| 1Y | +76.1% | -22.6% | +98.8% | +88.8% |
| All | +222.7% | +469.0% | -246.3% | +288.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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