+54.8%
LUNR vs BAH
-9.9%
+64.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.8% |
| 7D | +0.5% | -1.3% | +1.9% | +0.9% |
| 30D | -5.3% | -6.6% | +1.3% | -3.5% |
| 3M | -45.6% | -7.2% | -38.5% | -44.6% |
| 6M | -17.4% | -10.0% | -7.4% | -15.4% |
| YTD | -7.9% | -12.5% | +4.5% | -4.8% |
| 1Y | +77.6% | -27.9% | +105.6% | +93.7% |
| 3Y | +247.4% | -31.4% | +278.8% | +295.9% |
| All | +54.8% | -9.9% | +64.7% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling