+75.9%
LUNR vs TNA
+70.0%
+5.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | 0.0% |
| 7D | -3.6% | -0.1% | -3.6% | -3.7% |
| 30D | +5.9% | -4.9% | +10.8% | +11.7% |
| 3M | -56.0% | +0.4% | -56.3% | -56.1% |
| 6M | -20.5% | +32.5% | -53.0% | -41.0% |
| YTD | -8.7% | +53.7% | -62.5% | -41.9% |
| 1Y | +75.9% | +65.1% | +10.8% | +15.3% |
| All | +75.9% | +70.0% | +5.9% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling