+22.7%
BAC vs LUNR
+35.0%
-12.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.0% | -7.3% | -0.4% |
| 7D | +1.5% | +51.2% | -49.7% | +1.0% |
| 30D | -6.4% | +7.0% | -13.4% | -6.5% |
| 3M | -21.7% | -23.1% | +1.5% | -21.5% |
| 6M | +0.5% | -59.4% | +59.9% | +1.2% |
| YTD | -6.7% | -19.7% | +13.0% | -7.1% |
| 1Y | -4.7% | +39.5% | -44.2% | -5.8% |
| 3Y | +96.1% | +357.2% | -261.1% | +93.3% |
| All | +22.7% | +35.0% | -12.3% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling