+458.4%
LUNR vs BTSG
+389.4%
+68.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.8% |
| 7D | -3.1% | -3.3% | +0.2% | -1.1% |
| 30D | -15.3% | -1.6% | -13.7% | -15.0% |
| 3M | -53.2% | -6.9% | -46.3% | -52.9% |
| 6M | -22.2% | +42.1% | -64.3% | -42.4% |
| YTD | -11.6% | +56.8% | -68.4% | -39.6% |
| 1Y | +68.4% | +109.8% | -41.4% | -6.1% |
| All | +458.4% | +389.4% | +68.9% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling