-24.3%
BA vs LUNR
+34.7%
-59.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.1% | +24.2% | -25.3% | -1.4% |
| 30D | -7.1% | +18.0% | -25.1% | -7.4% |
| 3M | -25.5% | -26.0% | +0.4% | -25.3% |
| 6M | -28.7% | -63.6% | +34.8% | -27.9% |
| YTD | -21.0% | -19.9% | -1.1% | -21.1% |
| 1Y | -11.9% | +50.1% | -62.0% | -12.5% |
| 3Y | -16.2% | +374.5% | -390.6% | -16.3% |
| All | -24.3% | +34.7% | -59.0% | -24.0% |
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