+31.0%
LUNR vs BAM
+80.8%
-49.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.2% | +9.2% | +8.7% |
| 7D | +51.2% | -2.0% | +53.2% | +53.9% |
| 30D | +7.0% | +13.7% | -6.7% | -4.7% |
| 3M | -23.1% | -4.8% | -18.4% | -21.1% |
| 6M | -59.4% | +7.6% | -67.0% | -62.8% |
| YTD | -19.7% | +1.2% | -20.9% | -23.4% |
| 1Y | +39.5% | -2.3% | +41.8% | +37.9% |
| 3Y | +357.2% | +84.1% | +273.1% | +291.1% |
| All | +31.0% | +80.8% | -49.8% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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