+51.5%
LUNR vs BR
+4.2%
+47.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -0.5% | -6.0% | +5.4% | -0.2% |
| 30D | -11.3% | -0.9% | -10.4% | -11.3% |
| 3M | -44.9% | +16.4% | -61.3% | -45.7% |
| 6M | -17.3% | -8.2% | -9.1% | -15.4% |
| YTD | -9.9% | -23.2% | +13.3% | -4.7% |
| 1Y | +76.1% | -30.9% | +107.1% | +90.7% |
| 3Y | +240.0% | -5.0% | +245.0% | +266.6% |
| All | +51.5% | +4.2% | +47.3% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling