+62.5%
LUNR vs TYL
-37.2%
+99.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.5% | +10.3% | +6.7% |
| 7D | +6.5% | -7.6% | +14.1% | +8.0% |
| 30D | -4.4% | +11.3% | -15.7% | -6.9% |
| 3M | -47.3% | +14.5% | -61.8% | -49.5% |
| 6M | -11.1% | -7.1% | -3.9% | -10.0% |
| YTD | -3.4% | -23.4% | +20.0% | +3.4% |
| 1Y | +85.8% | -38.6% | +124.3% | +113.3% |
| 3Y | +264.7% | -11.3% | +276.0% | +292.9% |
| All | +62.5% | -37.2% | +99.7% | +67.3% |
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