+53.5%
LUNR vs BURL
-5.9%
+59.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.2% |
| 7D | -3.6% | -2.8% | -0.9% | -3.1% |
| 30D | +5.9% | -28.2% | +34.0% | +13.1% |
| 3M | -56.0% | -17.6% | -38.4% | -54.4% |
| 6M | -20.5% | -11.8% | -8.7% | -19.5% |
| YTD | -8.7% | -8.1% | -0.6% | -8.6% |
| 1Y | +75.9% | -12.0% | +87.8% | +76.9% |
| 3Y | +202.9% | +63.3% | +139.6% | +187.0% |
| All | +53.5% | -5.9% | +59.3% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling