-34.9%
TLT vs LUNR
+34.7%
-69.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.1% | +24.2% | -27.3% | -3.1% |
| 30D | +1.0% | +18.0% | -16.9% | +1.1% |
| 3M | -2.7% | -26.0% | +23.2% | -2.7% |
| 6M | -4.1% | -63.6% | +59.4% | -4.3% |
| YTD | -5.4% | -19.9% | +14.5% | -5.2% |
| 1Y | -7.0% | +50.1% | -57.1% | -6.7% |
| 3Y | +2.8% | +374.5% | -371.6% | +3.8% |
| All | -34.9% | +34.7% | -69.6% | -34.5% |
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 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