+1.4%
TSLA vs LUNR
+62.5%
-61.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.9% | -1.9% | +3.8% |
| 7D | +3.4% | +6.5% | -3.1% | +3.2% |
| 30D | +12.0% | -4.4% | +16.4% | +12.2% |
| 3M | -10.0% | -47.3% | +37.3% | -8.2% |
| 6M | -7.2% | -11.1% | +3.9% | -7.2% |
| YTD | -18.1% | -3.4% | -14.7% | -18.7% |
| 1Y | +6.3% | +85.8% | -79.5% | +3.3% |
| 3Y | +48.2% | +264.7% | -216.5% | +45.0% |
| All | +1.4% | +62.5% | -61.1% | -3.6% |
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 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