-21.3%
TOST vs LUNR
+73.3%
-94.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.6% |
| 7D | -5.4% | -3.1% | -2.3% | -5.3% |
| 30D | -5.7% | -15.3% | +9.6% | -5.4% |
| 3M | +30.1% | -53.2% | +83.3% | +32.8% |
| 6M | +11.9% | -22.2% | +34.1% | +8.8% |
| YTD | -9.5% | -11.6% | +2.0% | -14.6% |
| 1Y | -21.3% | +68.4% | -89.7% | -27.7% |
| All | -21.3% | +73.3% | -94.6% | -27.7% |
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