+39.1%
GM vs LUNR
+51.5%
-12.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +5.0% | +2.9% |
| 7D | -1.1% | -0.5% | -0.5% | -1.1% |
| 30D | -3.4% | -11.3% | +7.9% | -3.2% |
| 3M | +8.7% | -44.9% | +53.6% | +9.9% |
| 6M | +15.4% | -17.3% | +32.7% | +15.3% |
| YTD | +6.6% | -9.9% | +16.5% | +6.0% |
| 1Y | +51.5% | +76.1% | -24.7% | +48.0% |
| 3Y | +169.3% | +240.0% | -70.7% | +159.1% |
| All | +39.1% | +51.5% | -12.4% | +30.3% |
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