-31.4%
TE vs LUNR
-13.4%
-18.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.7% | +1.8% | -1.3% |
| 7D | +15.0% | +0.5% | +14.4% | +14.9% |
| 30D | -7.5% | -5.3% | -2.2% | -6.1% |
| 3M | -42.0% | -45.6% | +3.7% | -34.4% |
| 6M | -31.4% | -17.4% | -14.1% | -28.2% |
| All | -31.4% | -13.4% | -18.0% | -28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling