-35.3%
BABA vs LUNR
-9.9%
-25.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.2% | +10.2% | +5.2% |
| 7D | +4.3% | -14.3% | +18.6% | +5.1% |
| 30D | -5.0% | -30.5% | +25.5% | -3.1% |
| 3M | -18.4% | -28.9% | +10.5% | -17.3% |
| 6M | -20.3% | -60.8% | +40.6% | -16.6% |
| YTD | -27.5% | -38.8% | +11.3% | -27.3% |
| 1Y | -35.3% | -4.5% | -30.8% | -35.2% |
| All | -35.3% | -9.9% | -25.5% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling