+7.2%
GEHC vs LUNR
+44.4%
-37.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | -0.5% |
| 7D | -7.2% | -3.1% | -4.1% | -7.1% |
| 30D | -11.6% | -15.3% | +3.8% | -11.5% |
| 3M | -0.8% | -53.2% | +52.3% | -0.4% |
| 6M | -11.9% | -22.2% | +10.3% | -11.9% |
| YTD | -21.9% | -11.6% | -10.4% | -22.1% |
| 1Y | -17.8% | +68.4% | -86.3% | -18.3% |
| 3Y | -3.5% | +216.8% | -220.3% | -3.2% |
| All | +7.2% | +44.4% | -37.2% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling