+54.8%
LUNR vs BLDR
-10.6%
+65.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.9% | -2.8% | -4.2% |
| 7D | +0.5% | -2.7% | +3.2% | +1.1% |
| 30D | -5.3% | -14.7% | +9.4% | -1.6% |
| 3M | -45.6% | -20.8% | -24.8% | -42.6% |
| 6M | -17.4% | -35.3% | +18.0% | -8.4% |
| YTD | -7.9% | -40.3% | +32.4% | +3.9% |
| 1Y | +77.6% | -56.3% | +133.9% | +115.7% |
| 3Y | +247.4% | -56.1% | +303.6% | +322.8% |
| All | +54.8% | -10.6% | +65.4% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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