+9.5%
TPR vs LUNR
+77.6%
-68.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.7% | +1.4% | -3.0% |
| 7D | -7.3% | +0.5% | -7.8% | -7.4% |
| 30D | -30.7% | -5.3% | -25.4% | -30.7% |
| 3M | -21.6% | -45.6% | +24.0% | -18.9% |
| 6M | -21.3% | -17.4% | -4.0% | -21.8% |
| YTD | -10.2% | -7.9% | -2.2% | -13.2% |
| 1Y | +9.5% | +77.6% | -68.1% | -12.2% |
| All | +9.5% | +77.6% | -68.1% | -12.2% |
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 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