-44.9%
LUNR vs TNA
0.0%
-44.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-06-10 to 2026-09-10.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | +1.0% |
| 7D | -0.5% | -7.6% | +7.1% | +7.8% |
| 30D | -11.3% | -13.6% | +2.3% | +3.6% |
| 3M | -44.9% | +2.8% | -47.7% | -47.0% |
| All | -44.9% | 0.0% | -44.9% | -47.0% |
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 2026-06-10 to 2026-09-10: 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…
2026-06-10 to 2026-09-10 analysis · Full analysis span regression · Available span rolling