+62.9%
TMUS vs LUNR
+53.5%
+9.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.5% |
| 7D | +0.1% | -3.6% | +3.7% | +0.1% |
| 30D | +5.3% | +5.9% | -0.6% | +5.3% |
| 3M | +3.1% | -56.0% | +59.1% | +2.9% |
| 6M | -16.5% | -20.5% | +4.0% | -16.4% |
| YTD | -9.2% | -8.7% | -0.4% | -9.1% |
| 1Y | -26.5% | +75.9% | -102.4% | -26.3% |
| 3Y | +39.0% | +202.9% | -163.8% | +39.1% |
| All | +62.9% | +53.5% | +9.4% | +71.4% |
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