+380.9%
GLW vs LUNR
+51.5%
+329.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.0% | -3.1% |
| 7D | +11.7% | -0.5% | +12.3% | +11.7% |
| 30D | +2.7% | -11.3% | +13.9% | +3.0% |
| 3M | -2.8% | -44.9% | +42.1% | -1.5% |
| 6M | +20.2% | -17.3% | +37.5% | +20.8% |
| YTD | +87.3% | -9.9% | +97.2% | +87.7% |
| 1Y | +119.6% | +76.1% | +43.5% | +117.9% |
| 3Y | +453.7% | +240.0% | +213.7% | +448.7% |
| All | +380.9% | +51.5% | +329.4% | +379.7% |
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 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