-16.3%
TTWO vs LUNR
-19.1%
+2.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -13.2% | +15.3% | +2.7% |
| 7D | +10.3% | -26.2% | +36.5% | +11.8% |
| 30D | +5.3% | -42.8% | +48.1% | +8.1% |
| 3M | -9.2% | -38.4% | +29.2% | -7.4% |
| 6M | -4.4% | -65.2% | +60.9% | -1.2% |
| YTD | -16.7% | -46.9% | +30.2% | -16.8% |
| 1Y | -16.3% | -17.4% | +1.2% | -18.1% |
| All | -16.3% | -19.1% | +2.9% | -18.1% |
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