+216.8%
LUNR vs TSN
+13.0%
+203.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | -3.1% | +3.0% | -6.1% | -3.4% |
| 30D | -15.3% | -4.2% | -11.2% | -15.0% |
| 3M | -53.2% | -3.9% | -49.3% | -53.0% |
| 6M | -22.2% | -9.8% | -12.4% | -22.2% |
| YTD | -11.6% | -7.3% | -4.3% | -12.2% |
| 1Y | +68.4% | -2.2% | +70.6% | +65.4% |
| 3Y | +216.8% | +11.9% | +204.9% | +107.5% |
| All | +216.8% | +13.0% | +203.8% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 3y: compounded portfolio wealth divided by compounded TSN 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…
3y analysis · Full analysis span regression · 6 months rolling