-0.9%
TLT vs LUNR
+241.9%
-242.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | -0.6% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | 0.0% | -5.3% | +5.3% | 0.0% |
| 3M | -2.9% | -45.6% | +42.7% | -2.8% |
| 6M | -6.3% | -17.4% | +11.1% | -6.2% |
| YTD | -3.3% | -7.9% | +4.6% | -3.3% |
| 1Y | -4.2% | +77.6% | -81.9% | -4.2% |
| All | -0.9% | +241.9% | -242.8% | -3.9% |
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