+62.5%
LUNR vs TXT
+5.7%
+56.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.6% | +5.3% | +5.6% |
| 7D | +6.5% | -0.2% | +6.7% | +6.6% |
| 30D | -4.4% | -11.1% | +6.7% | +0.1% |
| 3M | -47.3% | -13.0% | -34.3% | -44.2% |
| 6M | -11.1% | -16.2% | +5.1% | -4.6% |
| YTD | -3.4% | -8.7% | +5.3% | +0.2% |
| 1Y | +85.8% | -3.8% | +89.6% | +90.2% |
| 3Y | +264.7% | +5.5% | +259.1% | +268.2% |
| All | +62.5% | +5.7% | +56.8% | +66.8% |
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