+216.8%
LUNR vs BDX
-10.0%
+226.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -2.0% |
| 7D | -3.1% | -3.2% | +0.1% | -2.5% |
| 30D | -15.3% | -2.5% | -12.8% | -14.9% |
| 3M | -53.2% | +21.4% | -74.6% | -55.6% |
| 6M | -22.2% | +10.4% | -32.6% | -23.7% |
| YTD | -11.6% | +18.8% | -30.4% | -16.5% |
| 1Y | +68.4% | +21.7% | +46.7% | +58.0% |
| 3Y | +216.8% | -10.0% | +226.7% | +241.4% |
| All | +216.8% | -10.0% | +226.7% | +241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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