+24.8%
LUNR vs BURL
-8.8%
+33.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +4.2% | +10.8% | +14.1% |
| 7D | +22.1% | +7.7% | +14.4% | +20.1% |
| 30D | -8.7% | -7.1% | -1.6% | -7.3% |
| 3M | -26.6% | -30.3% | +3.7% | -21.1% |
| 6M | -58.4% | -15.5% | -42.9% | -57.6% |
| YTD | -25.8% | -11.0% | -14.8% | -25.3% |
| 1Y | +25.5% | -8.4% | +34.0% | +25.2% |
| 3Y | +300.0% | +96.7% | +203.3% | +282.9% |
| All | +24.8% | -8.8% | +33.5% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling