+244.4%
LUNR vs BAM
+63.3%
+181.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.1% |
| 7D | -3.6% | -2.0% | -1.7% | -1.6% |
| 30D | +5.9% | -2.9% | +8.8% | +8.2% |
| 3M | -56.0% | +9.4% | -65.3% | -60.9% |
| 6M | -20.5% | +10.8% | -31.2% | -30.4% |
| YTD | -8.7% | -0.4% | -8.3% | -12.1% |
| 1Y | +75.9% | -10.9% | +86.8% | +94.9% |
| All | +244.4% | +63.3% | +181.2% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling