+53.5%
LUNR vs BWA
+70.0%
-16.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.0% | -0.5% |
| 7D | -3.6% | +5.7% | -9.3% | -6.1% |
| 30D | +5.9% | +1.4% | +4.5% | +5.5% |
| 3M | -56.0% | -12.1% | -43.9% | -53.0% |
| 6M | -20.5% | +28.6% | -49.0% | -26.4% |
| YTD | -8.7% | +51.1% | -59.8% | -24.2% |
| 1Y | +75.9% | +55.9% | +20.0% | +43.8% |
| 3Y | +202.9% | +70.1% | +132.7% | +127.0% |
| All | +53.5% | +70.0% | -16.5% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling