-59.0%
ZTS vs LUNR
+241.9%
-300.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | -0.3% |
| 7D | -3.8% | +0.5% | -4.3% | -3.8% |
| 30D | -2.0% | -5.3% | +3.3% | -2.0% |
| 3M | -10.2% | -45.6% | +35.4% | -9.3% |
| 6M | -39.4% | -17.4% | -22.0% | -39.7% |
| YTD | -40.8% | -7.9% | -32.9% | -41.6% |
| 1Y | -50.1% | +77.6% | -127.8% | -51.8% |
| All | -59.0% | +241.9% | -300.8% | -64.2% |
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