-66.4%
TE vs LUNR
+48.7%
-115.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.8% |
| 7D | +0.2% | -3.1% | +3.3% | +0.5% |
| 30D | -5.9% | -15.3% | +9.4% | -4.9% |
| 3M | -45.6% | -53.2% | +7.6% | -43.0% |
| 6M | -43.4% | -22.2% | -21.1% | -42.7% |
| YTD | -31.0% | -11.6% | -19.4% | -30.5% |
| 1Y | +145.2% | +68.4% | +76.8% | +140.4% |
| 3Y | -24.1% | +216.8% | -240.8% | -25.2% |
| All | -66.4% | +48.7% | -115.1% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling