+51.5%
LUNR vs BROS
-27.0%
+78.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.2% | -1.3% |
| 7D | -0.5% | -6.1% | +5.5% | +0.9% |
| 30D | -11.3% | -12.4% | +1.1% | -8.6% |
| 3M | -44.9% | -27.9% | -17.0% | -41.1% |
| 6M | -17.3% | -16.8% | -0.5% | -15.2% |
| YTD | -9.9% | -29.0% | +19.1% | -4.0% |
| 1Y | +76.1% | -33.2% | +109.3% | +89.4% |
| 3Y | +240.0% | +56.8% | +183.2% | +229.0% |
| All | +51.5% | -27.0% | +78.5% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling