-26.5%
TMUS vs LUNR
+75.3%
-101.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.4% |
| 7D | +0.1% | -3.6% | +3.7% | -0.1% |
| 30D | +5.3% | +5.9% | -0.6% | +5.6% |
| 3M | +3.1% | -56.0% | +59.1% | +0.3% |
| 6M | -16.5% | -20.5% | +4.0% | -15.4% |
| YTD | -9.2% | -8.7% | -0.4% | -7.3% |
| 1Y | -26.5% | +75.9% | -102.4% | -26.6% |
| All | -26.5% | +75.3% | -101.7% | -26.6% |
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