+62.5%
LUNR vs BAX
-65.4%
+127.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.8% | +9.6% | +6.7% |
| 7D | +6.5% | -2.4% | +9.0% | +7.0% |
| 30D | -4.4% | -9.7% | +5.3% | -2.5% |
| 3M | -47.3% | +29.3% | -76.5% | -50.7% |
| 6M | -11.1% | +40.7% | -51.7% | -18.6% |
| YTD | -3.4% | +30.3% | -33.7% | -11.0% |
| 1Y | +85.8% | +3.4% | +82.4% | +79.1% |
| 3Y | +264.7% | -32.0% | +296.7% | +272.2% |
| All | +62.5% | -65.4% | +127.9% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling