+59.0%
TMUS vs LUNR
+51.5%
+7.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | -5.8% | -0.5% | -5.2% | -5.8% |
| 30D | -0.2% | -11.3% | +11.1% | -0.3% |
| 3M | -4.0% | -44.9% | +40.9% | -4.2% |
| 6M | -18.1% | -17.3% | -0.8% | -18.1% |
| YTD | -11.3% | -9.9% | -1.4% | -11.3% |
| 1Y | -24.7% | +76.1% | -100.9% | -24.6% |
| 3Y | +35.4% | +240.0% | -204.6% | +35.4% |
| All | +59.0% | +51.5% | +7.5% | +67.3% |
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 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