-4.5%
LUNR vs BTSG
+111.7%
-116.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.2% | -5.2% |
| 7D | -14.3% | +17.4% | -31.7% | -20.6% |
| 30D | -30.5% | +12.6% | -43.1% | -34.3% |
| 3M | -28.9% | +11.2% | -40.1% | -32.8% |
| 6M | -60.8% | +30.4% | -91.2% | -69.0% |
| YTD | -38.8% | +86.4% | -125.2% | -65.7% |
| 1Y | -4.5% | +117.9% | -122.4% | -54.0% |
| All | -4.5% | +111.7% | -116.2% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling