+48.1%
LUNR vs TSLQ
-97.2%
+145.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -2.1% |
| 7D | -3.1% | -6.6% | +3.5% | -4.7% |
| 30D | -15.3% | -24.3% | +9.0% | -20.4% |
| 3M | -53.2% | -3.6% | -49.6% | -51.3% |
| 6M | -22.2% | -12.0% | -10.3% | -16.5% |
| YTD | -11.6% | +1.4% | -13.0% | -0.4% |
| 1Y | +68.4% | -43.6% | +112.0% | +71.4% |
| 3Y | +216.8% | -95.4% | +312.2% | +170.4% |
| All | +48.1% | -97.2% | +145.3% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling