+223.1%
BMNR vs LUNR
+29.4%
+193.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.3% | +3.9% |
| 7D | +0.2% | -3.1% | +3.3% | +0.9% |
| 30D | +39.9% | -15.3% | +55.2% | +44.8% |
| 3M | +51.5% | -53.2% | +104.7% | +78.7% |
| 6M | +18.9% | -22.2% | +41.1% | +20.0% |
| YTD | -7.8% | -11.6% | +3.8% | -10.0% |
| 1Y | -47.6% | +68.4% | -116.0% | -47.4% |
| All | +223.1% | +29.4% | +193.7% | +286.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling