+24.8%
LUNR vs TYL
-24.5%
+49.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -0.6% | +15.6% | +15.1% |
| 7D | +22.1% | +3.5% | +18.6% | +21.3% |
| 30D | -8.7% | +26.9% | -35.6% | -12.6% |
| 3M | -26.6% | +33.8% | -60.4% | -31.0% |
| 6M | -58.4% | +28.8% | -87.3% | -61.1% |
| YTD | -25.8% | -7.9% | -17.9% | -23.4% |
| 1Y | +25.5% | -9.8% | +35.3% | +30.7% |
| 3Y | +300.0% | +1.2% | +298.8% | +320.8% |
| All | +24.8% | -24.5% | +49.3% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling