+216.8%
LUNR vs BR
-5.3%
+222.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -3.1% | -3.0% | -0.1% | -2.6% |
| 30D | -15.3% | -0.3% | -15.0% | -15.5% |
| 3M | -53.2% | +17.3% | -70.5% | -55.5% |
| 6M | -22.2% | -6.7% | -15.5% | -18.2% |
| YTD | -11.6% | -23.4% | +11.9% | +4.1% |
| 1Y | +68.4% | -32.7% | +101.1% | +118.4% |
| 3Y | +216.8% | -5.9% | +222.7% | +203.6% |
| All | +216.8% | -5.3% | +222.1% | +203.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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