+125.5%
GOOGL vs LUNR
+54.8%
+70.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.7% | +2.4% | -2.2% |
| 7D | -1.9% | +0.5% | -2.4% | -1.9% |
| 30D | -7.5% | -5.3% | -2.1% | -7.4% |
| 3M | -9.2% | -45.6% | +36.4% | -8.6% |
| 6M | +8.1% | -17.4% | +25.4% | +8.0% |
| YTD | +5.8% | -7.9% | +13.8% | +5.5% |
| 1Y | +38.3% | +77.6% | -39.3% | +36.9% |
| 3Y | +144.8% | +247.4% | -102.7% | +142.6% |
| All | +125.5% | +54.8% | +70.6% | +125.9% |
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