+62.5%
LUNR vs TSN
-26.6%
+89.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.7% | +4.2% | +5.9% |
| 7D | +6.5% | -5.0% | +11.6% | +6.4% |
| 30D | -4.4% | -9.1% | +4.7% | -4.7% |
| 3M | -47.3% | -7.4% | -39.9% | -47.3% |
| 6M | -11.1% | -13.4% | +2.3% | -11.5% |
| YTD | -3.4% | -8.5% | +5.1% | -3.8% |
| 1Y | +85.8% | -3.2% | +89.0% | +85.0% |
| 3Y | +264.7% | +11.5% | +253.2% | +255.1% |
| All | +62.5% | -26.6% | +89.1% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling