+4.6%
TSLA vs LUNR
+75.3%
-70.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.7% | -6.0% |
| 7D | +1.5% | -3.6% | +5.2% | +2.0% |
| 30D | +10.1% | +5.9% | +4.3% | +9.1% |
| 3M | -15.4% | -56.0% | +40.6% | -8.7% |
| 6M | -12.8% | -20.5% | +7.7% | -11.2% |
| YTD | -21.3% | -8.7% | -12.5% | -21.5% |
| 1Y | +4.6% | +75.9% | -71.3% | +12.4% |
| All | +4.6% | +75.3% | -70.7% | +12.4% |
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