+48.7%
LUNR vs TXG
-57.3%
+106.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.7% |
| 3M | -53.2% | +136.1% | -189.3% | -66.4% |
| 6M | -22.2% | +235.2% | -257.5% | -51.9% |
| YTD | -11.6% | +320.5% | -332.1% | -50.3% |
| 1Y | +68.4% | +425.2% | -356.8% | -14.5% |
| 3Y | +216.8% | +42.9% | +173.9% | +126.8% |
| All | +48.7% | -57.3% | +106.0% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling