+216.8%
LUNR vs BBY
+42.8%
+174.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -3.2% |
| 7D | -3.1% | +0.6% | -3.7% | -3.4% |
| 30D | -15.3% | +9.4% | -24.7% | -19.2% |
| 3M | -53.2% | +19.3% | -72.5% | -57.7% |
| 6M | -22.2% | +47.9% | -70.1% | -37.2% |
| YTD | -11.6% | +39.6% | -51.1% | -27.1% |
| 1Y | +68.4% | +22.2% | +46.2% | +48.9% |
| 3Y | +216.8% | +45.0% | +171.8% | +136.3% |
| All | +216.8% | +42.8% | +174.0% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3y: compounded portfolio wealth divided by compounded BBY 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…
3y analysis · Full analysis span regression · 6 months rolling