+48.2%
TTWO vs LUNR
+228.4%
-180.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.6% |
| 7D | +0.4% | -3.1% | +3.5% | +0.5% |
| 30D | -11.3% | -15.3% | +4.0% | -10.9% |
| 3M | +1.6% | -53.2% | +54.8% | +4.0% |
| 6M | +2.1% | -22.2% | +24.3% | +1.8% |
| YTD | -15.8% | -11.6% | -4.3% | -16.7% |
| 1Y | -12.6% | +68.4% | -81.0% | -15.4% |
| 3Y | +48.2% | +216.8% | -168.6% | +52.7% |
| All | +48.2% | +228.4% | -180.2% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling