+48.7%
LUNR vs BWA
+67.8%
-19.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.5% |
| 7D | -3.1% | -1.3% | -1.8% | -2.6% |
| 30D | -15.3% | -2.9% | -12.4% | -14.0% |
| 3M | -53.2% | -10.7% | -42.4% | -50.6% |
| 6M | -22.2% | +26.5% | -48.7% | -27.6% |
| YTD | -11.6% | +49.1% | -60.7% | -26.1% |
| 1Y | +68.4% | +52.1% | +16.4% | +39.2% |
| 3Y | +216.8% | +72.6% | +144.2% | +136.5% |
| All | +48.7% | +67.8% | -19.1% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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