-22.9%
TMUS vs LUNR
+73.3%
-96.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.8% | +2.8% |
| 7D | +0.4% | -3.1% | +3.6% | +0.3% |
| 30D | +3.5% | -15.3% | +18.9% | +2.8% |
| 3M | -1.3% | -53.2% | +51.9% | -3.9% |
| 6M | -13.6% | -22.2% | +8.6% | -12.6% |
| YTD | -8.8% | -11.6% | +2.8% | -6.9% |
| 1Y | -22.9% | +68.4% | -91.3% | -16.3% |
| All | -22.9% | +73.3% | -96.2% | -16.3% |
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