+85.8%
LUNR vs BURL
-12.4%
+98.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.7% | +9.6% | +6.3% |
| 7D | +6.5% | -2.6% | +9.1% | +6.8% |
| 30D | -4.4% | -30.8% | +26.4% | -0.4% |
| 3M | -47.3% | -18.7% | -28.6% | -46.7% |
| 6M | -11.1% | -16.4% | +5.4% | -11.0% |
| YTD | -3.4% | -11.6% | +8.2% | -4.7% |
| 1Y | +85.8% | -12.0% | +97.8% | +76.9% |
| All | +85.8% | -12.4% | +98.2% | +76.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling