-32.4%
BABA vs LUNR
+22.4%
-54.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.5% |
| 7D | +2.4% | +12.7% | -10.3% | +2.1% |
| 30D | -7.8% | -10.5% | +2.7% | -7.7% |
| 3M | -22.4% | -25.2% | +2.8% | -22.2% |
| 6M | -26.0% | -59.2% | +33.2% | -25.2% |
| YTD | -29.3% | -27.2% | -2.0% | -29.3% |
| 1Y | -37.5% | +19.7% | -57.2% | -38.0% |
| 3Y | +31.9% | +314.4% | -282.5% | +29.8% |
| All | -32.4% | +22.4% | -54.8% | -32.2% |
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 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