+72.6%
TEL vs LUNR
+228.4%
-155.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +3.7% |
| 7D | +1.6% | -3.1% | +4.7% | +1.7% |
| 30D | -0.7% | -15.3% | +14.7% | +0.2% |
| 3M | +2.4% | -53.2% | +55.6% | +6.3% |
| 6M | +4.1% | -22.2% | +26.4% | +3.7% |
| YTD | -5.8% | -11.6% | +5.8% | -7.6% |
| 1Y | +0.9% | +68.4% | -67.5% | -5.1% |
| 3Y | +72.6% | +216.8% | -144.2% | +59.5% |
| All | +72.6% | +228.4% | -155.8% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling