-34.3%
TLT vs LUNR
+51.5%
-85.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -1.2% |
| 7D | -1.6% | -0.5% | -1.0% | -1.6% |
| 30D | -1.3% | -11.3% | +9.9% | -1.4% |
| 3M | -3.7% | -44.9% | +41.2% | -3.8% |
| 6M | -6.4% | -17.3% | +11.0% | -6.3% |
| YTD | -4.5% | -9.9% | +5.4% | -4.4% |
| 1Y | -5.9% | +76.1% | -82.0% | -5.6% |
| 3Y | -2.8% | +240.0% | -242.8% | -2.1% |
| All | -34.3% | +51.5% | -85.8% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling