-25.8%
TE vs LUNR
-9.9%
-16.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.2% | +1.7% | -1.2% |
| 7D | +3.8% | -14.3% | +18.1% | +11.2% |
| 30D | -26.2% | -30.5% | +4.3% | -13.5% |
| 3M | -49.7% | -28.9% | -20.9% | -42.0% |
| 6M | -46.5% | -60.8% | +14.4% | -27.1% |
| YTD | -59.1% | -38.8% | -20.3% | -55.7% |
| 1Y | -25.8% | -4.5% | -21.3% | -33.1% |
| All | -25.8% | -9.9% | -16.0% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling