-33.2%
BABA vs LUNR
+26.2%
-59.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.2% |
| 7D | -3.6% | +22.7% | -26.2% | -3.9% |
| 30D | -8.4% | -5.3% | -3.1% | -8.4% |
| 3M | -20.6% | -26.1% | +5.5% | -20.4% |
| 6M | -25.4% | -62.4% | +37.0% | -24.5% |
| YTD | -30.1% | -25.0% | -5.2% | -30.2% |
| 1Y | -36.3% | +29.0% | -65.3% | -36.8% |
| 3Y | +30.4% | +327.4% | -297.0% | +28.2% |
| All | -33.2% | +26.2% | -59.5% | -33.0% |
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 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