+216.8%
LUNR vs BTDR
+4.4%
+212.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.6% | -2.8% |
| 7D | -3.1% | -3.4% | +0.3% | -2.3% |
| 30D | -15.3% | +32.6% | -47.9% | -21.7% |
| 3M | -53.2% | -32.2% | -20.9% | -49.6% |
| 6M | -22.2% | +52.4% | -74.6% | -31.3% |
| YTD | -11.6% | +6.7% | -18.3% | -15.5% |
| 1Y | +68.4% | -15.2% | +83.7% | +62.6% |
| 3Y | +216.8% | +14.9% | +201.9% | +171.9% |
| All | +216.8% | +4.4% | +212.4% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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