-4.5%
LUNR vs TYL
-10.1%
+5.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.7% | -9.9% | -4.1% |
| 7D | -14.3% | +17.3% | -31.6% | -10.8% |
| 30D | -30.5% | +28.9% | -59.4% | -26.3% |
| 3M | -28.9% | +35.1% | -63.9% | -24.2% |
| 6M | -60.8% | +29.3% | -90.1% | -57.6% |
| YTD | -38.8% | -6.8% | -32.0% | -21.7% |
| 1Y | -4.5% | -9.9% | +5.4% | +24.4% |
| All | -4.5% | -10.1% | +5.5% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling