-29.4%
TSCO vs LUNR
-9.9%
-19.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.2% | +9.5% | +4.2% |
| 7D | +15.7% | -14.3% | +30.0% | +15.8% |
| 30D | +16.4% | -30.5% | +46.9% | +16.6% |
| 3M | +11.2% | -28.9% | +40.1% | +11.2% |
| 6M | +14.9% | -60.8% | +75.8% | +15.9% |
| YTD | -25.4% | -38.8% | +13.4% | -24.2% |
| 1Y | -29.4% | -4.5% | -24.9% | -28.5% |
| All | -29.4% | -9.9% | -19.5% | -28.5% |
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