-65.3%
ZTS vs LUNR
+48.7%
-114.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.2% |
| 7D | -3.7% | -3.1% | -0.6% | -3.7% |
| 30D | -0.8% | -15.3% | +14.6% | -0.7% |
| 3M | -9.7% | -53.2% | +43.4% | -9.5% |
| 6M | -38.4% | -22.2% | -16.2% | -38.4% |
| YTD | -41.1% | -11.6% | -29.5% | -41.2% |
| 1Y | -50.6% | +68.4% | -119.0% | -50.9% |
| 3Y | -59.1% | +216.8% | -275.9% | -59.5% |
| All | -65.3% | +48.7% | -114.0% | -65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling