-4.5%
LUNR vs BG
+7.2%
-11.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.4% | -7.7% | -5.9% |
| 7D | -14.3% | -3.8% | -10.6% | -13.5% |
| 30D | -30.5% | -9.6% | -20.9% | -28.7% |
| 3M | -28.9% | -8.5% | -20.3% | -27.8% |
| 6M | -60.8% | -23.0% | -37.8% | -57.0% |
| YTD | -38.8% | +10.9% | -49.7% | -44.5% |
| 1Y | -4.5% | +6.0% | -10.5% | -12.9% |
| All | -4.5% | +7.2% | -11.7% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling