+48.7%
LUNR vs BRKR
-35.2%
+83.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -3.1% | -8.7% | +5.6% | -0.9% |
| 30D | -15.3% | -9.9% | -5.5% | -13.2% |
| 3M | -53.2% | -3.1% | -50.1% | -53.7% |
| 6M | -22.2% | +45.5% | -67.7% | -31.9% |
| YTD | -11.6% | +13.7% | -25.3% | -18.1% |
| 1Y | +68.4% | +67.4% | +1.0% | +44.1% |
| 3Y | +216.8% | -13.2% | +230.0% | +192.2% |
| All | +48.7% | -35.2% | +83.9% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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