-26.6%
TOST vs LUNR
+22.4%
-48.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.7% |
| 7D | +3.0% | +12.7% | -9.7% | +3.2% |
| 30D | +10.3% | -10.5% | +20.7% | +10.2% |
| 3M | -3.3% | -25.2% | +21.9% | -3.5% |
| 6M | +37.8% | -59.2% | +97.0% | +36.5% |
| YTD | -2.8% | -27.2% | +24.4% | -2.5% |
| 1Y | -9.6% | +19.7% | -29.2% | -8.5% |
| 3Y | +144.6% | +314.4% | -169.7% | +173.3% |
| All | -26.6% | +22.4% | -48.9% | +9.2% |
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