+62.5%
LUNR vs BROS
-22.9%
+85.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.4% | +6.2% |
| 7D | +6.5% | -0.9% | +7.5% | +6.7% |
| 30D | -4.4% | -13.5% | +9.1% | -1.3% |
| 3M | -47.3% | -18.4% | -28.8% | -45.4% |
| 6M | -11.1% | -10.6% | -0.5% | -10.4% |
| YTD | -3.4% | -25.1% | +21.7% | +1.6% |
| 1Y | +85.8% | -28.6% | +114.4% | +96.6% |
| 3Y | +264.7% | +65.6% | +199.1% | +248.2% |
| All | +62.5% | -22.9% | +85.4% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling