+39.1%
BP vs LUNR
+241.9%
-202.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.7% | +6.5% | +1.8% |
| 7D | +4.0% | +0.5% | +3.4% | +4.0% |
| 30D | +7.8% | -5.3% | +13.2% | +7.9% |
| 3M | +8.4% | -45.6% | +54.0% | +9.2% |
| 6M | +15.1% | -17.4% | +32.4% | +14.7% |
| YTD | +36.4% | -7.9% | +44.4% | +35.5% |
| 1Y | +40.9% | +77.6% | -36.7% | +38.4% |
| All | +39.1% | +241.9% | -202.8% | +31.9% |
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