+185.8%
TPR vs LUNR
+54.8%
+131.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.7% | +1.4% | -3.2% |
| 7D | -7.3% | +0.5% | -7.8% | -7.3% |
| 30D | -30.7% | -5.3% | -25.4% | -30.7% |
| 3M | -21.6% | -45.6% | +24.0% | -20.7% |
| 6M | -21.3% | -17.4% | -4.0% | -21.4% |
| YTD | -10.2% | -7.9% | -2.2% | -10.8% |
| 1Y | +9.5% | +77.6% | -68.1% | +6.9% |
| 3Y | +280.8% | +247.4% | +33.3% | +268.8% |
| All | +185.8% | +54.8% | +131.0% | +181.7% |
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 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