+48.7%
LUNR vs BBWI
-72.4%
+121.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.4% | -8.3% | -3.9% |
| 7D | -3.1% | -4.8% | +1.7% | -1.7% |
| 30D | -15.3% | +3.5% | -18.8% | -16.9% |
| 3M | -53.2% | -0.3% | -52.9% | -54.0% |
| 6M | -22.2% | -5.4% | -16.8% | -22.3% |
| YTD | -11.6% | -4.7% | -6.9% | -12.5% |
| 1Y | +68.4% | -30.5% | +98.9% | +82.1% |
| 3Y | +216.8% | -44.3% | +261.1% | +266.1% |
| All | +48.7% | -72.4% | +121.1% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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