-25.5%
BABA vs LUNR
+53.5%
-79.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.3% |
| 7D | -4.8% | -3.6% | -1.1% | -4.7% |
| 30D | -11.9% | +5.9% | -17.8% | -12.0% |
| 3M | -9.3% | -56.0% | +46.7% | -8.2% |
| 6M | -14.2% | -20.5% | +6.2% | -14.2% |
| YTD | -22.0% | -8.7% | -13.3% | -22.3% |
| 1Y | -12.7% | +75.9% | -88.6% | -13.7% |
| 3Y | +26.7% | +202.9% | -176.2% | +24.5% |
| All | -25.5% | +53.5% | -79.0% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling