+114.5%
LUNR vs TLN
+602.5%
-488.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.8% | +3.1% | +4.5% |
| 7D | +6.5% | +10.9% | -4.4% | +1.1% |
| 30D | -4.4% | -6.3% | +1.9% | -1.3% |
| 3M | -47.3% | -10.7% | -36.6% | -45.0% |
| 6M | -11.1% | +1.6% | -12.7% | -14.1% |
| YTD | -3.4% | -13.1% | +9.7% | -2.0% |
| 1Y | +85.8% | -15.1% | +100.8% | +89.3% |
| 3Y | +264.7% | +495.0% | -230.4% | +150.6% |
| All | +114.5% | +602.5% | -488.0% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling