+195.5%
TPR vs LUNR
+62.5%
+133.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.9% | -9.6% | -3.9% |
| 7D | -3.4% | +6.5% | -9.9% | -3.5% |
| 30D | -27.3% | -4.4% | -22.9% | -27.3% |
| 3M | -16.2% | -47.3% | +31.0% | -15.2% |
| 6M | -17.9% | -11.1% | -6.8% | -18.1% |
| YTD | -7.1% | -3.4% | -3.7% | -7.9% |
| 1Y | +13.6% | +85.8% | -72.2% | +10.8% |
| 3Y | +293.7% | +264.7% | +29.1% | +280.9% |
| All | +195.5% | +62.5% | +133.0% | +191.0% |
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