+443.0%
GE vs LUNR
+53.5%
+389.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +1.1% |
| 7D | -1.6% | -3.6% | +2.0% | -1.5% |
| 30D | -11.6% | +5.9% | -17.4% | -11.7% |
| 3M | +3.0% | -56.0% | +59.0% | +4.2% |
| 6M | -0.5% | -20.5% | +19.9% | -0.7% |
| YTD | +9.7% | -8.7% | +18.5% | +9.1% |
| 1Y | +20.0% | +75.9% | -55.9% | +17.9% |
| 3Y | +275.8% | +202.9% | +73.0% | +265.5% |
| All | +443.0% | +53.5% | +389.5% | +440.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling