+136.4%
BAC vs LUNR
+241.9%
-105.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.7% | +5.2% | +0.7% |
| 7D | +0.6% | +0.5% | +0.1% | +0.6% |
| 30D | -1.4% | -5.3% | +4.0% | -1.2% |
| 3M | +15.7% | -45.6% | +61.4% | +18.5% |
| 6M | +32.2% | -17.4% | +49.6% | +30.6% |
| YTD | +15.8% | -7.9% | +23.7% | +12.6% |
| 1Y | +27.3% | +77.6% | -50.4% | +18.0% |
| All | +136.4% | +241.9% | -105.4% | +93.2% |
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 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