+38.3%
GM vs LUNR
+48.7%
-10.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | -0.5% |
| 7D | -2.4% | -3.1% | +0.7% | -2.4% |
| 30D | -1.1% | -15.3% | +14.2% | -0.8% |
| 3M | +6.1% | -53.2% | +59.3% | +7.7% |
| 6M | +15.0% | -22.2% | +37.2% | +15.0% |
| YTD | +6.0% | -11.6% | +17.6% | +5.4% |
| 1Y | +47.1% | +68.4% | -21.3% | +43.9% |
| 3Y | +170.5% | +216.8% | -46.3% | +160.4% |
| All | +38.3% | +48.7% | -10.4% | +29.6% |
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 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