+48.7%
LUNR vs BROS
-26.2%
+74.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | -3.1% | -5.8% | +2.6% | -1.7% |
| 30D | -15.3% | -14.0% | -1.4% | -12.4% |
| 3M | -53.2% | -32.5% | -20.7% | -49.2% |
| 6M | -22.2% | -14.9% | -7.3% | -20.7% |
| YTD | -11.6% | -28.3% | +16.7% | -6.0% |
| 1Y | +68.4% | -34.0% | +102.4% | +81.5% |
| 3Y | +216.8% | +63.0% | +153.8% | +205.3% |
| All | +48.7% | -26.2% | +74.9% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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