+0.2%
TSLA vs LUNR
+51.5%
-51.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -1.1% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | +9.2% | -11.3% | +20.5% | +9.7% |
| 3M | -4.7% | -44.9% | +40.2% | -3.0% |
| 6M | -8.9% | -17.3% | +8.4% | -8.7% |
| YTD | -19.2% | -9.9% | -9.2% | -19.5% |
| 1Y | +4.5% | +76.1% | -71.6% | +1.8% |
| 3Y | +46.3% | +240.0% | -193.7% | +43.5% |
| All | +0.2% | +51.5% | -51.3% | -4.6% |
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