+48.7%
LUNR vs BG
+46.9%
+1.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | -3.1% | +3.1% | -6.2% | -3.5% |
| 30D | -15.3% | +10.2% | -25.6% | -16.5% |
| 3M | -53.2% | -1.7% | -51.5% | -53.1% |
| 6M | -22.2% | +1.0% | -23.2% | -22.5% |
| YTD | -11.6% | +39.9% | -51.5% | -15.1% |
| 1Y | +68.4% | +53.2% | +15.2% | +59.9% |
| 3Y | +216.8% | +16.3% | +200.5% | +198.0% |
| All | +48.7% | +46.9% | +1.8% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling