+105.9%
GILD vs LUNR
+228.4%
-122.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.7% |
| 7D | -4.8% | -3.1% | -1.7% | -4.8% |
| 30D | +5.8% | -15.3% | +21.1% | +5.9% |
| 3M | +14.9% | -53.2% | +68.1% | +15.9% |
| 6M | -0.4% | -22.2% | +21.9% | -0.2% |
| YTD | +18.5% | -11.6% | +30.1% | +18.3% |
| 1Y | +25.1% | +68.4% | -43.3% | +23.6% |
| 3Y | +105.9% | +216.8% | -110.9% | +105.7% |
| All | +105.9% | +228.4% | -122.5% | +105.7% |
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