+48.7%
LUNR vs BAX
-66.9%
+115.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.3% | -1.5% |
| 7D | -3.1% | -7.9% | +4.8% | -1.5% |
| 30D | -15.3% | -11.7% | -3.7% | -13.3% |
| 3M | -53.2% | +16.2% | -69.4% | -55.1% |
| 6M | -22.2% | +32.0% | -54.2% | -27.9% |
| YTD | -11.6% | +24.7% | -36.3% | -17.8% |
| 1Y | +68.4% | -2.6% | +71.1% | +64.4% |
| 3Y | +216.8% | -35.0% | +251.8% | +226.3% |
| All | +48.7% | -66.9% | +115.6% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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