-4.5%
LUNR vs TXG
+406.9%
-411.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.4% | -8.7% | -6.2% |
| 7D | -14.3% | -19.3% | +4.9% | -9.4% |
| 30D | -30.5% | -30.9% | +0.4% | -24.6% |
| 3M | -28.9% | +41.1% | -69.9% | -36.5% |
| 6M | -60.8% | +211.9% | -272.7% | -72.5% |
| YTD | -38.8% | +314.0% | -352.8% | -61.2% |
| 1Y | -4.5% | +405.4% | -409.9% | -42.3% |
| All | -4.5% | +406.9% | -411.4% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling