+50.3%
BP vs LUNR
+348.3%
-298.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +3.8% | +24.2% | -20.4% | +3.6% |
| 30D | -5.3% | +18.0% | -23.3% | -5.5% |
| 3M | +9.3% | -26.0% | +35.2% | +9.5% |
| 6M | +7.2% | -63.6% | +70.8% | +8.4% |
| YTD | +38.0% | -19.9% | +57.9% | +37.1% |
| 1Y | +33.2% | +50.1% | -16.9% | +31.0% |
| 3Y | +50.3% | +374.5% | -324.2% | +48.0% |
| All | +50.3% | +348.3% | -298.0% | +48.0% |
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