+24.5%
BX vs LUNR
+228.4%
-203.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.6% |
| 7D | -5.6% | -3.1% | -2.5% | -5.4% |
| 30D | -12.2% | -15.3% | +3.1% | -11.3% |
| 3M | +7.4% | -53.2% | +60.6% | +13.0% |
| 6M | +22.2% | -22.2% | +44.4% | +21.5% |
| YTD | -14.0% | -11.6% | -2.4% | -16.3% |
| 1Y | -27.3% | +68.4% | -95.7% | -33.8% |
| 3Y | +24.5% | +216.8% | -192.2% | +5.6% |
| All | +24.5% | +228.4% | -203.8% | +5.6% |
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