-31.0%
TOST vs LUNR
+54.8%
-85.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.7% | +2.2% | -2.6% |
| 7D | -4.7% | +0.5% | -5.2% | -4.7% |
| 30D | -9.1% | -5.3% | -3.8% | -9.1% |
| 3M | +29.8% | -45.6% | +75.4% | +28.8% |
| 6M | +10.0% | -17.4% | +27.4% | +10.2% |
| YTD | -8.6% | -7.9% | -0.7% | -8.2% |
| 1Y | -20.7% | +77.6% | -98.3% | -19.2% |
| 3Y | +55.7% | +247.4% | -191.7% | +70.7% |
| All | -31.0% | +54.8% | -85.8% | +2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling