+18.7%
LUNR vs BAM
+88.1%
-69.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -0.9% |
| 7D | +12.7% | +5.0% | +7.7% | +8.5% |
| 30D | -10.5% | +16.6% | -27.0% | -21.6% |
| 3M | -25.2% | +2.2% | -27.4% | -27.5% |
| 6M | -59.2% | +9.7% | -68.9% | -63.1% |
| YTD | -27.2% | +5.2% | -32.5% | -32.7% |
| 1Y | +19.7% | +3.9% | +15.7% | +12.5% |
| 3Y | +314.4% | +91.5% | +222.8% | +244.0% |
| All | +18.7% | +88.1% | -69.4% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling