-23.5%
BA vs LUNR
+8.5%
-32.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +21.5% | -20.9% | +0.2% |
| 7D | +1.1% | -1.9% | +3.0% | +1.1% |
| 30D | -7.9% | -27.3% | +19.4% | -7.6% |
| 3M | -25.3% | -29.9% | +4.6% | -25.0% |
| 6M | -24.6% | -60.2% | +35.6% | -23.8% |
| YTD | -20.1% | -35.5% | +15.4% | -19.9% |
| 1Y | -11.8% | +9.5% | -21.3% | -12.0% |
| 3Y | -10.1% | +226.2% | -236.3% | -10.0% |
| All | -23.5% | +8.5% | -32.0% | -22.9% |
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