+216.8%
LUNR vs TW
+19.1%
+197.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -3.1% | -4.5% | +1.4% | -2.5% |
| 30D | -15.3% | -2.3% | -13.1% | -15.2% |
| 3M | -53.2% | +2.6% | -55.8% | -53.9% |
| 6M | -22.2% | -17.5% | -4.7% | -18.1% |
| YTD | -11.6% | -5.3% | -6.3% | -10.3% |
| 1Y | +68.4% | -14.8% | +83.2% | +76.5% |
| 3Y | +216.8% | +18.8% | +197.9% | +265.4% |
| All | +216.8% | +19.1% | +197.7% | +265.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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