-65.3%
ZTS vs LUNR
+51.5%
-116.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.6% |
| 7D | -4.5% | -0.5% | -4.0% | -4.5% |
| 30D | -3.3% | -11.3% | +8.0% | -3.3% |
| 3M | -9.7% | -44.9% | +35.2% | -9.6% |
| 6M | -38.8% | -17.3% | -21.5% | -38.9% |
| YTD | -41.2% | -9.9% | -31.3% | -41.3% |
| 1Y | -50.3% | +76.1% | -126.4% | -50.6% |
| 3Y | -59.1% | +240.0% | -299.1% | -59.5% |
| All | -65.3% | +51.5% | -116.8% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling