+48.7%
LUNR vs TXT
+7.7%
+41.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -2.7% |
| 7D | -3.1% | +2.5% | -5.6% | -4.1% |
| 30D | -15.3% | -8.9% | -6.5% | -12.3% |
| 3M | -53.2% | -13.6% | -39.6% | -50.4% |
| 6M | -22.2% | -13.1% | -9.1% | -17.7% |
| YTD | -11.6% | -7.0% | -4.6% | -9.0% |
| 1Y | +68.4% | -1.4% | +69.8% | +70.9% |
| 3Y | +216.8% | +7.0% | +209.8% | +217.3% |
| All | +48.7% | +7.7% | +41.1% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling