+216.8%
LUNR vs BTG
+94.8%
+121.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | -3.1% | -3.8% | +0.6% | -1.8% |
| 30D | -15.3% | +3.6% | -19.0% | -17.0% |
| 3M | -53.2% | +32.0% | -85.2% | -58.7% |
| 6M | -22.2% | +3.4% | -25.6% | -25.2% |
| YTD | -11.6% | +20.8% | -32.4% | -19.0% |
| 1Y | +68.4% | +22.4% | +46.0% | +50.6% |
| 3Y | +216.8% | +91.7% | +125.1% | +124.8% |
| All | +216.8% | +94.8% | +121.9% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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