+51.5%
LUNR vs BTDR
+15.6%
+35.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.3% | -0.7% |
| 7D | -0.5% | -3.2% | +2.6% | +0.2% |
| 30D | -11.3% | +32.7% | -44.0% | -17.2% |
| 3M | -44.9% | -28.4% | -16.5% | -41.7% |
| 6M | -17.3% | +51.7% | -69.0% | -25.8% |
| YTD | -9.9% | +2.9% | -12.8% | -12.6% |
| 1Y | +76.1% | -15.5% | +91.6% | +71.7% |
| 3Y | +240.0% | 0.0% | +240.0% | +202.0% |
| All | +51.5% | +15.6% | +35.9% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling