+468.9%
LUNR vs BTSG
+382.3%
+86.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.6% | +4.5% | +2.1% |
| 7D | -0.5% | -5.8% | +5.2% | +3.3% |
| 30D | -11.3% | 0.0% | -11.3% | -11.9% |
| 3M | -44.9% | -4.5% | -40.4% | -45.5% |
| 6M | -17.3% | +40.0% | -57.3% | -38.2% |
| YTD | -9.9% | +54.6% | -64.5% | -37.9% |
| 1Y | +76.1% | +106.1% | -30.0% | -0.6% |
| All | +468.9% | +382.3% | +86.5% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling