+170.2%
BKR vs LUNR
+48.7%
+121.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | -0.5% |
| 7D | -7.0% | -3.1% | -3.9% | -7.0% |
| 30D | -8.1% | -15.3% | +7.2% | -7.9% |
| 3M | -6.6% | -53.2% | +46.5% | -5.8% |
| 6M | +0.9% | -22.2% | +23.1% | +0.9% |
| YTD | +31.1% | -11.6% | +42.7% | +30.7% |
| 1Y | +27.7% | +68.4% | -40.7% | +26.2% |
| 3Y | +71.2% | +216.8% | -145.6% | +69.4% |
| All | +170.2% | +48.7% | +121.5% | +172.2% |
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 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