-17.4%
TOST vs LUNR
+75.3%
-92.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | 0.0% |
| 7D | -3.4% | -3.6% | +0.2% | -3.3% |
| 30D | -2.4% | +5.9% | -8.3% | -2.8% |
| 3M | +34.6% | -56.0% | +90.6% | +37.7% |
| 6M | +15.2% | -20.5% | +35.7% | +11.9% |
| YTD | -4.4% | -8.7% | +4.4% | -9.9% |
| 1Y | -17.4% | +75.9% | -93.3% | -27.4% |
| All | -17.4% | +75.3% | -92.7% | -27.4% |
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 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