+104.4%
LUNR vs TLN
+589.3%
-484.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.9% | -2.8% | -3.8% |
| 7D | +0.5% | +5.8% | -5.3% | -2.3% |
| 30D | -5.3% | -6.9% | +1.5% | -2.0% |
| 3M | -45.6% | -10.9% | -34.7% | -43.3% |
| 6M | -17.4% | -4.6% | -12.8% | -17.6% |
| YTD | -7.9% | -14.7% | +6.8% | -5.7% |
| 1Y | +77.6% | -17.9% | +95.6% | +84.5% |
| 3Y | +247.4% | +483.9% | -236.4% | +141.1% |
| All | +104.4% | +589.3% | -484.9% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling