-63.1%
TE vs LUNR
+62.5%
-125.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +5.9% | +4.1% | +9.6% |
| 7D | +18.2% | +6.5% | +11.7% | +17.8% |
| 30D | -13.5% | -4.4% | -9.1% | -13.3% |
| 3M | -44.6% | -47.3% | +2.7% | -42.4% |
| 6M | -24.7% | -11.1% | -13.6% | -24.4% |
| YTD | -24.3% | -3.4% | -20.9% | -24.2% |
| 1Y | +155.6% | +85.8% | +69.8% | +149.0% |
| 3Y | -18.3% | +264.7% | -282.9% | -19.9% |
| All | -63.1% | +62.5% | -125.6% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling