+53.5%
LUNR vs TYL
-34.3%
+87.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.8% | +1.5% |
| 7D | -3.6% | -3.7% | 0.0% | -3.0% |
| 30D | +5.9% | +18.7% | -12.9% | +1.9% |
| 3M | -56.0% | +18.1% | -74.1% | -58.0% |
| 6M | -20.5% | -1.1% | -19.3% | -20.6% |
| YTD | -8.7% | -19.8% | +11.1% | -3.1% |
| 1Y | +75.9% | -34.3% | +110.2% | +99.0% |
| 3Y | +202.9% | -8.2% | +211.1% | +224.4% |
| All | +53.5% | -34.3% | +87.7% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling