-29.2%
TOST vs LUNR
+62.5%
-91.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.9% | -7.8% | -1.9% |
| 7D | -0.9% | +6.5% | -7.4% | -0.8% |
| 30D | -3.5% | -4.4% | +0.9% | -3.5% |
| 3M | +38.1% | -47.3% | +85.4% | +37.0% |
| 6M | +9.9% | -11.1% | +21.0% | +10.2% |
| YTD | -6.3% | -3.4% | -2.9% | -5.7% |
| 1Y | -18.3% | +85.8% | -104.1% | -16.7% |
| 3Y | +59.7% | +264.7% | -204.9% | +75.3% |
| All | -29.2% | +62.5% | -91.7% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling