+52.0%
BAC vs LUNR
+51.5%
+0.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | -0.2% |
| 7D | -0.3% | -0.5% | +0.3% | -0.3% |
| 30D | -1.8% | -11.3% | +9.5% | -1.6% |
| 3M | +15.3% | -44.9% | +60.2% | +15.9% |
| 6M | +30.2% | -17.3% | +47.5% | +29.9% |
| YTD | +15.6% | -9.9% | +25.5% | +15.0% |
| 1Y | +27.5% | +76.1% | -48.7% | +25.7% |
| 3Y | +137.0% | +240.0% | -103.0% | +133.3% |
| All | +52.0% | +51.5% | +0.5% | +48.5% |
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