-34.2%
TLT vs LUNR
+48.7%
-82.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +0.1% |
| 7D | -1.6% | -3.1% | +1.5% | -1.6% |
| 30D | -1.1% | -15.3% | +14.2% | -1.2% |
| 3M | -4.9% | -53.2% | +48.3% | -5.0% |
| 6M | -5.0% | -22.2% | +17.2% | -5.0% |
| YTD | -4.4% | -11.6% | +7.2% | -4.3% |
| 1Y | -6.4% | +68.4% | -74.8% | -6.1% |
| 3Y | -2.0% | +216.8% | -218.8% | -1.3% |
| All | -34.2% | +48.7% | -82.9% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling