+107.5%
BP vs LUNR
+62.5%
+45.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.9% | -3.4% | +2.4% |
| 7D | +0.9% | +6.5% | -5.6% | +0.9% |
| 30D | +9.1% | -4.4% | +13.5% | +9.1% |
| 3M | +3.9% | -47.3% | +51.2% | +4.1% |
| 6M | +13.6% | -11.1% | +24.7% | +13.5% |
| YTD | +34.0% | -3.4% | +37.4% | +33.8% |
| 1Y | +39.2% | +85.8% | -46.6% | +38.6% |
| 3Y | +36.4% | +264.7% | -228.2% | +36.2% |
| All | +107.5% | +62.5% | +45.0% | +100.4% |
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