+216.8%
LUNR vs TXG
+43.8%
+173.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.2% | -3.0% |
| 7D | -3.1% | +9.5% | -12.6% | -6.2% |
| 30D | -15.3% | +18.8% | -34.1% | -20.8% |
| 3M | -53.2% | +136.1% | -189.3% | -66.8% |
| 6M | -22.2% | +235.2% | -257.5% | -52.9% |
| YTD | -11.6% | +320.5% | -332.1% | -51.7% |
| 1Y | +68.4% | +425.2% | -356.8% | -17.8% |
| 3Y | +216.8% | +42.9% | +173.9% | +89.3% |
| All | +216.8% | +43.8% | +173.0% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling