-21.2%
TMUS vs LUNR
-9.9%
-11.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.2% | +8.3% | +2.7% |
| 7D | +7.5% | -14.3% | +21.8% | +6.6% |
| 30D | -3.3% | -30.5% | +27.2% | -5.1% |
| 3M | -9.7% | -28.9% | +19.2% | -10.9% |
| 6M | -17.2% | -60.8% | +43.6% | -19.4% |
| YTD | -20.3% | -38.8% | +18.5% | -19.5% |
| 1Y | -21.2% | -4.5% | -16.7% | -18.9% |
| All | -21.2% | -9.9% | -11.4% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling