+54.8%
LUNR vs TW
+7.8%
+47.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.7% | -4.7% |
| 7D | +0.5% | -0.5% | +1.1% | +0.5% |
| 30D | -5.3% | -0.6% | -4.7% | -5.4% |
| 3M | -45.6% | +3.4% | -49.0% | -45.2% |
| 6M | -17.4% | -18.4% | +1.1% | -18.6% |
| YTD | -7.9% | -3.9% | -4.0% | -6.7% |
| 1Y | +77.6% | -13.3% | +91.0% | +76.7% |
| 3Y | +247.4% | +20.8% | +226.6% | +324.1% |
| All | +54.8% | +7.8% | +47.1% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling