+62.5%
LUNR vs BB
-29.4%
+91.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.2% | +3.7% | +5.2% |
| 7D | +6.5% | +0.5% | +6.0% | +6.4% |
| 30D | -4.4% | -12.4% | +8.0% | -0.6% |
| 3M | -47.3% | -15.3% | -32.0% | -44.8% |
| 6M | -11.1% | +128.8% | -139.8% | -29.6% |
| YTD | -3.4% | +107.7% | -111.0% | -21.6% |
| 1Y | +85.8% | +103.9% | -18.1% | +49.7% |
| 3Y | +264.7% | +72.6% | +192.1% | +186.9% |
| All | +62.5% | -29.4% | +91.8% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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