-13.3%
TSLA vs LUNR
-9.9%
-3.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.2% | +1.9% | -2.7% |
| 7D | -4.7% | -14.3% | +9.6% | -3.0% |
| 30D | +1.7% | -30.5% | +32.2% | +6.0% |
| 3M | +17.7% | -28.9% | +46.5% | +21.9% |
| 6M | -1.9% | -60.8% | +59.0% | +7.6% |
| YTD | -14.3% | -38.8% | +24.5% | -10.0% |
| 1Y | -13.3% | -4.5% | -8.8% | -13.9% |
| All | -13.3% | -9.9% | -3.4% | -13.9% |
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