-65.0%
ZTS vs LUNR
+62.5%
-127.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.9% | -8.8% | -3.0% |
| 7D | -4.8% | +6.5% | -11.3% | -4.8% |
| 30D | +1.2% | -4.4% | +5.6% | +1.2% |
| 3M | -6.0% | -47.3% | +41.2% | -5.8% |
| 6M | -38.7% | -11.1% | -27.7% | -38.8% |
| YTD | -40.6% | -3.4% | -37.2% | -40.7% |
| 1Y | -50.6% | +85.8% | -136.4% | -50.9% |
| 3Y | -58.7% | +264.7% | -323.4% | -59.1% |
| All | -65.0% | +62.5% | -127.5% | -65.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling