+62.5%
LUNR vs BBWI
-72.0%
+134.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.1% | +9.0% | +6.9% |
| 7D | +6.5% | +1.6% | +5.0% | +5.9% |
| 30D | -4.4% | -6.2% | +1.8% | -3.1% |
| 3M | -47.3% | +4.3% | -51.6% | -48.8% |
| 6M | -11.1% | -7.2% | -3.9% | -10.6% |
| YTD | -3.4% | -3.0% | -0.4% | -4.8% |
| 1Y | +85.8% | -30.8% | +116.5% | +101.3% |
| 3Y | +264.7% | -43.4% | +308.0% | +319.5% |
| All | +62.5% | -72.0% | +134.4% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling