+106.2%
LUNR vs BIYA
-99.8%
+206.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.1% |
| 7D | -0.5% | -1.3% | +0.8% | -0.5% |
| 30D | -11.3% | -15.9% | +4.6% | -11.2% |
| 3M | -44.9% | -81.2% | +36.3% | -45.2% |
| 6M | -17.3% | -88.2% | +70.9% | -18.0% |
| YTD | -9.9% | -94.1% | +84.2% | -8.1% |
| 1Y | +76.1% | -98.7% | +174.8% | +90.6% |
| All | +106.2% | -99.8% | +206.0% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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