+52.3%
BAC vs LUNR
+54.8%
-2.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.7% | +5.2% | +0.5% |
| 7D | +0.6% | +0.5% | +0.1% | +0.6% |
| 30D | -1.4% | -5.3% | +4.0% | -1.3% |
| 3M | +15.7% | -45.6% | +61.4% | +16.4% |
| 6M | +32.2% | -17.4% | +49.6% | +31.9% |
| YTD | +15.8% | -7.9% | +23.7% | +15.2% |
| 1Y | +27.3% | +77.6% | -50.4% | +25.5% |
| 3Y | +137.5% | +247.4% | -110.0% | +133.6% |
| All | +52.3% | +54.8% | -2.5% | +48.8% |
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