-18.8%
TSCO vs LUNR
+51.5%
-70.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.4% |
| 7D | -3.1% | -0.5% | -2.6% | -3.1% |
| 30D | -4.4% | -11.3% | +6.9% | -4.3% |
| 3M | +9.7% | -44.9% | +54.6% | +10.0% |
| 6M | -32.4% | -17.3% | -15.1% | -32.4% |
| YTD | -31.7% | -9.9% | -21.7% | -31.7% |
| 1Y | -41.3% | +76.1% | -117.4% | -41.6% |
| 3Y | -18.3% | +240.0% | -258.3% | -19.0% |
| All | -18.8% | +51.5% | -70.3% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling