+20.7%
BMY vs LUNR
+234.6%
-213.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -1.0% |
| 7D | -6.4% | -0.5% | -5.8% | -6.4% |
| 30D | +0.2% | -11.3% | +11.5% | +0.3% |
| 3M | +16.0% | -44.9% | +60.9% | +16.5% |
| 6M | +8.3% | -17.3% | +25.6% | +8.2% |
| YTD | +22.2% | -9.9% | +32.1% | +21.7% |
| 1Y | +41.7% | +76.1% | -34.4% | +39.8% |
| All | +20.7% | +234.6% | -213.8% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling