+5.1%
BX vs LUNR
+54.8%
-49.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.7% | +1.1% | -3.6% |
| 7D | -5.7% | +0.5% | -6.2% | -5.7% |
| 30D | -8.9% | -5.3% | -3.6% | -8.8% |
| 3M | +8.4% | -45.6% | +54.0% | +9.2% |
| 6M | +18.9% | -17.4% | +36.3% | +18.8% |
| YTD | -13.6% | -7.9% | -5.7% | -14.0% |
| 1Y | -22.4% | +77.6% | -100.1% | -23.5% |
| 3Y | +26.0% | +247.4% | -221.4% | +25.0% |
| All | +5.1% | +54.8% | -49.7% | +9.1% |
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