+84.4%
T vs LUNR
+48.7%
+35.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.0% |
| 7D | +1.5% | -3.1% | +4.6% | +1.5% |
| 30D | +7.5% | -15.3% | +22.8% | +7.5% |
| 3M | +14.8% | -53.2% | +68.0% | +14.8% |
| 6M | -1.7% | -22.2% | +20.5% | -1.7% |
| YTD | +8.7% | -11.6% | +20.3% | +8.7% |
| 1Y | -7.5% | +68.4% | -75.9% | -7.6% |
| 3Y | +110.2% | +216.8% | -106.5% | +108.7% |
| All | +84.4% | +48.7% | +35.7% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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