-3.0%
TMO vs LUNR
+48.7%
-51.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.1% |
| 7D | -0.6% | -3.1% | +2.5% | -0.6% |
| 30D | +1.1% | -15.3% | +16.5% | +1.2% |
| 3M | +28.3% | -53.2% | +81.5% | +28.9% |
| 6M | +23.3% | -22.2% | +45.5% | +23.3% |
| YTD | +5.5% | -11.6% | +17.0% | +5.3% |
| 1Y | +24.5% | +68.4% | -43.9% | +23.9% |
| 3Y | +19.6% | +216.8% | -197.2% | +19.8% |
| All | -3.0% | +48.7% | -51.7% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling