+32.9%
BABA vs LUNR
+251.6%
-218.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.9% | -6.4% | -0.8% |
| 7D | -0.2% | +6.5% | -6.7% | -0.5% |
| 30D | -12.3% | -4.4% | -7.9% | -12.2% |
| 3M | -5.3% | -47.3% | +42.0% | -2.8% |
| 6M | -13.1% | -11.1% | -2.0% | -13.6% |
| YTD | -22.4% | -3.4% | -19.0% | -23.5% |
| 1Y | -19.5% | +85.8% | -105.3% | -23.1% |
| 3Y | +32.9% | +264.7% | -231.7% | +29.1% |
| All | +32.9% | +251.6% | -218.6% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling