+33.2%
TEL vs LUNR
+54.8%
-21.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.6% | -0.1% |
| 7D | +1.2% | +0.5% | +0.7% | +1.2% |
| 30D | -4.1% | -5.3% | +1.2% | -4.0% |
| 3M | -2.6% | -45.6% | +43.0% | -1.8% |
| 6M | 0.0% | -17.4% | +17.4% | -0.1% |
| YTD | -9.1% | -7.9% | -1.1% | -9.4% |
| 1Y | -0.8% | +77.6% | -78.5% | -2.2% |
| 3Y | +67.4% | +247.4% | -180.1% | +65.0% |
| All | +33.2% | +54.8% | -21.6% | +32.3% |
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