+41.8%
TGT vs LUNR
+228.4%
-186.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.1% |
| 7D | -5.2% | -3.1% | -2.1% | -5.1% |
| 30D | +1.2% | -15.3% | +16.5% | +1.7% |
| 3M | +18.4% | -53.2% | +71.6% | +21.8% |
| 6M | +33.4% | -22.2% | +55.7% | +32.7% |
| YTD | +63.8% | -11.6% | +75.4% | +60.5% |
| 1Y | +77.2% | +68.4% | +8.7% | +66.1% |
| 3Y | +41.8% | +216.8% | -175.0% | +22.1% |
| All | +41.8% | +228.4% | -186.6% | +22.1% |
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