-28.1%
BABA vs LUNR
+54.8%
-82.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.7% | +1.8% | -2.8% |
| 7D | -2.2% | +0.5% | -2.7% | -2.2% |
| 30D | -17.3% | -5.3% | -12.0% | -17.3% |
| 3M | -7.8% | -45.6% | +37.8% | -7.0% |
| 6M | -16.8% | -17.4% | +0.6% | -16.8% |
| YTD | -24.7% | -7.9% | -16.7% | -24.9% |
| 1Y | -24.9% | +77.6% | -102.6% | -25.8% |
| 3Y | +29.1% | +247.4% | -218.3% | +26.9% |
| All | -28.1% | +54.8% | -82.9% | -28.0% |
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