+396.6%
GLW vs LUNR
+54.8%
+341.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.7% | +6.2% | +1.6% |
| 7D | +16.9% | +0.5% | +16.3% | +16.9% |
| 30D | +7.0% | -5.3% | +12.3% | +7.2% |
| 3M | -3.0% | -45.6% | +42.6% | -1.6% |
| 6M | +31.0% | -17.4% | +48.4% | +31.6% |
| YTD | +93.4% | -7.9% | +101.4% | +93.7% |
| 1Y | +134.7% | +77.6% | +57.1% | +132.8% |
| 3Y | +471.8% | +247.4% | +224.4% | +466.3% |
| All | +396.6% | +54.8% | +341.8% | +395.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling