+778.7%
TTMI vs LUNR
+48.7%
+730.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +3.4% |
| 7D | +0.7% | -3.1% | +3.8% | +0.8% |
| 30D | -8.4% | -15.3% | +6.9% | -7.7% |
| 3M | -32.5% | -53.2% | +20.7% | -30.4% |
| 6M | +32.5% | -22.2% | +54.7% | +33.3% |
| YTD | +83.2% | -11.6% | +94.8% | +83.0% |
| 1Y | +161.7% | +68.4% | +93.2% | +155.9% |
| 3Y | +890.1% | +216.8% | +673.4% | +850.4% |
| All | +778.7% | +48.7% | +730.0% | +712.0% |
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