+34.7%
LUNR vs TXT
+11.2%
+23.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +24.2% | +0.1% | +24.0% | +24.1% |
| 30D | +18.0% | +13.3% | +4.6% | +11.8% |
| 3M | -26.0% | -5.0% | -21.0% | -24.8% |
| 6M | -63.6% | -8.4% | -55.1% | -62.3% |
| YTD | -19.9% | -4.0% | -15.9% | -18.9% |
| 1Y | +50.1% | +2.8% | +47.3% | +49.1% |
| 3Y | +374.5% | +10.3% | +364.2% | +366.9% |
| All | +34.7% | +11.2% | +23.5% | +35.0% |
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