+51.5%
LUNR vs TYL
-39.4%
+90.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.7% |
| 7D | -0.5% | -11.5% | +11.0% | +1.7% |
| 30D | -11.3% | +3.9% | -15.2% | -12.4% |
| 3M | -44.9% | +10.8% | -55.7% | -46.8% |
| 6M | -17.3% | -5.3% | -12.0% | -17.3% |
| YTD | -9.9% | -26.1% | +16.2% | -2.9% |
| 1Y | +76.1% | -38.5% | +114.7% | +101.3% |
| 3Y | +240.0% | -14.5% | +254.5% | +268.9% |
| All | +51.5% | -39.4% | +90.9% | +57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling