-4.5%
LUNR vs BRO
-3.6%
-0.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.5% | -9.7% | -1.6% |
| 7D | -14.3% | +12.4% | -26.8% | -5.4% |
| 30D | -30.5% | +21.6% | -52.1% | -17.9% |
| 3M | -28.9% | +4.3% | -33.2% | -24.0% |
| 6M | -60.8% | +29.2% | -90.0% | -51.2% |
| YTD | -38.8% | -6.4% | -32.5% | -33.6% |
| 1Y | -4.5% | -5.3% | +0.8% | +1.9% |
| All | -4.5% | -3.6% | -0.9% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling