+229.8%
LUNR vs TXT
+5.5%
+224.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.2% | -5.1% |
| 7D | +0.5% | +0.8% | -0.3% | -0.1% |
| 30D | -5.3% | -10.4% | +5.1% | +3.1% |
| 3M | -45.6% | -14.3% | -31.3% | -38.6% |
| 6M | -17.4% | -15.1% | -2.3% | -6.0% |
| YTD | -7.9% | -8.3% | +0.4% | -3.1% |
| 1Y | +77.6% | -0.7% | +78.4% | +77.1% |
| All | +229.8% | +5.5% | +224.3% | +229.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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