-0.8%
TOST vs LUNR
-9.9%
+9.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.2% | +10.7% | +5.5% |
| 7D | +10.7% | -14.3% | +25.1% | +10.9% |
| 30D | +17.7% | -30.5% | +48.3% | +18.2% |
| 3M | +4.6% | -28.9% | +33.5% | +4.8% |
| 6M | +20.3% | -60.8% | +81.1% | +20.9% |
| YTD | -0.4% | -38.8% | +38.4% | -4.5% |
| 1Y | -0.8% | -4.5% | +3.8% | -9.6% |
| All | -0.8% | -9.9% | +9.1% | -9.6% |
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