+314.4%
LUNR vs BAM
+91.9%
+222.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -0.6% |
| 7D | +12.7% | +5.0% | +7.7% | +7.4% |
| 30D | -10.5% | +16.6% | -27.0% | -24.5% |
| 3M | -25.2% | +2.2% | -27.4% | -28.3% |
| 6M | -59.2% | +9.7% | -68.9% | -64.4% |
| YTD | -27.2% | +5.2% | -32.5% | -34.7% |
| 1Y | +19.7% | +3.9% | +15.7% | +9.5% |
| 3Y | +314.4% | +91.5% | +222.8% | +175.6% |
| All | +314.4% | +91.9% | +222.5% | +175.6% |
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