+632.4%
GEV vs LUNR
+100.3%
+532.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.5% | +3.9% |
| 7D | +1.6% | -3.1% | +4.7% | +2.1% |
| 30D | -7.9% | -15.3% | +7.4% | -5.5% |
| 3M | +5.6% | -53.2% | +58.8% | +18.1% |
| 6M | +13.1% | -22.2% | +35.3% | +12.0% |
| YTD | +46.7% | -11.6% | +58.3% | +39.0% |
| 1Y | +51.3% | +68.4% | -17.1% | +24.9% |
| All | +632.4% | +100.3% | +532.2% | +490.7% |
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