+48.7%
LUNR vs BNS
+81.2%
-32.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.2% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | -15.3% | +3.5% | -18.8% | -16.8% |
| 3M | -53.2% | +14.1% | -67.2% | -56.3% |
| 6M | -22.2% | +33.8% | -56.0% | -32.9% |
| YTD | -11.6% | +29.5% | -41.0% | -22.4% |
| 1Y | +68.4% | +48.4% | +20.0% | +40.2% |
| 3Y | +216.8% | +129.6% | +87.2% | +134.5% |
| All | +48.7% | +81.2% | -32.5% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling