+463.3%
GLW vs LUNR
+251.6%
+211.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.9% | +1.7% | +7.0% |
| 7D | +14.0% | +6.5% | +7.5% | +13.3% |
| 30D | +0.4% | -4.4% | +4.7% | +0.9% |
| 3M | -11.3% | -47.3% | +35.9% | -6.5% |
| 6M | +35.1% | -11.1% | +46.1% | +36.0% |
| YTD | +90.5% | -3.4% | +93.9% | +89.1% |
| 1Y | +132.0% | +85.8% | +46.2% | +119.2% |
| 3Y | +463.3% | +264.7% | +198.7% | +392.6% |
| All | +463.3% | +251.6% | +211.7% | +392.6% |
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