+216.8%
LUNR vs BRO
-7.6%
+224.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.9% |
| 7D | -3.1% | -7.3% | +4.2% | -3.4% |
| 30D | -15.3% | -6.9% | -8.5% | -15.6% |
| 3M | -53.2% | +10.7% | -63.8% | -54.2% |
| 6M | -22.2% | -2.7% | -19.5% | -21.1% |
| YTD | -11.6% | -16.3% | +4.7% | -6.3% |
| 1Y | +68.4% | -29.1% | +97.5% | +94.2% |
| 3Y | +216.8% | -7.8% | +224.6% | +190.9% |
| All | +216.8% | -7.6% | +224.4% | +190.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling