+53.5%
LUNR vs TXT
+5.1%
+48.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -3.6% | -4.8% | +1.1% | -1.8% |
| 30D | +5.9% | -10.6% | +16.5% | +10.6% |
| 3M | -56.0% | -13.2% | -42.8% | -53.4% |
| 6M | -20.5% | -20.3% | -0.1% | -13.2% |
| YTD | -8.7% | -9.3% | +0.5% | -5.1% |
| 1Y | +75.9% | -2.7% | +78.6% | +79.6% |
| 3Y | +202.9% | +1.4% | +201.5% | +205.6% |
| All | +53.5% | +5.1% | +48.4% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling