+51.5%
LUNR vs BAH
-5.6%
+57.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.8% | -7.0% | -3.6% |
| 7D | -0.5% | +2.4% | -3.0% | -1.4% |
| 30D | -11.3% | -2.9% | -8.3% | -10.7% |
| 3M | -44.9% | -1.3% | -43.6% | -44.9% |
| 6M | -17.3% | -0.9% | -16.4% | -18.0% |
| YTD | -9.9% | -8.2% | -1.7% | -8.2% |
| 1Y | +76.1% | -24.0% | +100.1% | +88.9% |
| 3Y | +240.0% | -28.1% | +268.1% | +281.6% |
| All | +51.5% | -5.6% | +57.1% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling