+8.5%
LUNR vs BURL
-12.5%
+21.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | -1.6% | +23.1% | +21.8% |
| 7D | -1.9% | +4.1% | -6.0% | -2.9% |
| 30D | -27.3% | -9.5% | -17.9% | -25.9% |
| 3M | -29.9% | -33.5% | +3.6% | -24.0% |
| 6M | -60.2% | -22.1% | -38.1% | -58.7% |
| YTD | -35.5% | -14.6% | -20.9% | -34.5% |
| 1Y | +9.5% | -8.4% | +17.9% | +9.0% |
| 3Y | +226.2% | +86.6% | +139.6% | +214.9% |
| All | +8.5% | -12.5% | +21.0% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling