+780.4%
BE vs LUNR
+48.7%
+731.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.8% | +8.5% | +6.8% |
| 7D | +9.0% | -3.1% | +12.2% | +9.3% |
| 30D | +16.3% | -15.3% | +31.6% | +17.3% |
| 3M | +10.8% | -53.2% | +64.0% | +14.8% |
| 6M | +73.2% | -22.2% | +95.4% | +74.6% |
| YTD | +217.4% | -11.6% | +228.9% | +218.1% |
| 1Y | +309.8% | +68.4% | +241.4% | +302.8% |
| 3Y | +1,726.2% | +216.8% | +1,509.4% | +1,711.1% |
| All | +780.4% | +48.7% | +731.7% | +857.3% |
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