+222.7%
LUNR vs BN
+69.2%
+153.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -0.7% |
| 7D | -0.5% | -5.9% | +5.3% | +6.5% |
| 30D | -11.3% | -15.1% | +3.8% | +6.5% |
| 3M | -44.9% | -14.6% | -30.3% | -34.4% |
| 6M | -17.3% | -8.4% | -8.9% | -9.7% |
| YTD | -9.9% | -16.8% | +6.9% | +7.8% |
| 1Y | +76.1% | -14.4% | +90.5% | +105.7% |
| All | +222.7% | +69.2% | +153.5% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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