+48.7%
LUNR vs PBF
+471.2%
-422.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | -3.1% | +5.3% | -8.4% | -3.8% |
| 30D | -15.3% | +11.7% | -27.1% | -16.8% |
| 3M | -53.2% | +91.1% | -144.2% | -57.9% |
| 6M | -22.2% | +88.4% | -110.7% | -31.3% |
| YTD | -11.6% | +194.1% | -205.6% | -28.8% |
| 1Y | +68.4% | +180.4% | -112.0% | +36.6% |
| 3Y | +216.8% | +59.3% | +157.5% | +161.0% |
| All | +48.7% | +471.2% | -422.5% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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