+262.7%
GE vs LUNR
+241.9%
+20.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.7% | +1.9% | -2.6% |
| 7D | -1.2% | +0.5% | -1.8% | -1.3% |
| 30D | -11.3% | -5.3% | -5.9% | -11.1% |
| 3M | -1.4% | -45.6% | +44.2% | +1.1% |
| 6M | +1.2% | -17.4% | +18.6% | +0.3% |
| YTD | +5.9% | -7.9% | +13.9% | +3.4% |
| 1Y | +18.4% | +77.6% | -59.2% | +10.7% |
| All | +262.7% | +241.9% | +20.9% | +217.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 3y: compounded portfolio wealth divided by compounded LUNR 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…
3y analysis · Full analysis span regression · 6 months rolling