+51.5%
LUNR vs BBY
-18.0%
+69.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | -11.3% | +5.8% | -17.1% | -12.7% |
| 3M | -44.9% | +18.0% | -62.9% | -47.6% |
| 6M | -17.3% | +39.8% | -57.2% | -25.0% |
| YTD | -9.9% | +35.4% | -45.3% | -17.9% |
| 1Y | +76.1% | +21.4% | +54.7% | +65.2% |
| 3Y | +240.0% | +39.5% | +200.5% | +214.1% |
| All | +51.5% | -18.0% | +69.5% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling