+51.5%
LUNR vs TSN
-26.4%
+77.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.1% |
| 7D | -0.5% | +1.4% | -1.9% | -0.5% |
| 30D | -11.3% | -6.2% | -5.1% | -11.4% |
| 3M | -44.9% | -5.7% | -39.2% | -44.9% |
| 6M | -17.3% | -11.4% | -5.9% | -17.7% |
| YTD | -9.9% | -8.2% | -1.7% | -10.3% |
| 1Y | +76.1% | -2.0% | +78.2% | +75.4% |
| 3Y | +240.0% | +11.9% | +228.1% | +231.1% |
| All | +51.5% | -26.4% | +77.9% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling