+293.7%
TPR vs LUNR
+251.6%
+42.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.9% | -9.6% | -4.2% |
| 7D | -3.4% | +6.5% | -9.9% | -3.9% |
| 30D | -27.3% | -4.4% | -22.9% | -27.3% |
| 3M | -16.2% | -47.3% | +31.0% | -12.7% |
| 6M | -17.9% | -11.1% | -6.8% | -19.0% |
| YTD | -7.1% | -3.4% | -3.7% | -10.2% |
| 1Y | +13.6% | +85.8% | -72.2% | +2.7% |
| 3Y | +293.7% | +264.7% | +29.1% | +240.2% |
| All | +293.7% | +251.6% | +42.2% | +240.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling