+237.1%
GLW vs LUNR
+34.7%
+202.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | +7.7% | +24.2% | -16.4% | +7.0% |
| 30D | -18.8% | +18.0% | -36.8% | -19.3% |
| 3M | -27.7% | -26.0% | -1.8% | -27.2% |
| 6M | -44.4% | -63.6% | +19.1% | -43.2% |
| YTD | +31.3% | -19.9% | +51.2% | +31.9% |
| 1Y | +40.0% | +50.1% | -10.1% | +39.4% |
| 3Y | +339.2% | +374.5% | -35.2% | +336.9% |
| All | +237.1% | +34.7% | +202.4% | +237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling