+75.9%
LUNR vs TSLQ
-50.5%
+126.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.0% | -11.2% | +4.7% |
| 7D | -3.6% | -5.8% | +2.1% | -5.2% |
| 30D | +5.9% | -22.1% | +28.0% | -1.4% |
| 3M | -56.0% | +10.1% | -66.0% | -51.1% |
| 6M | -20.5% | -6.8% | -13.7% | -11.7% |
| YTD | -8.7% | +8.5% | -17.3% | +5.4% |
| 1Y | +75.9% | -49.7% | +125.6% | +111.5% |
| All | +75.9% | -50.5% | +126.4% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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