+62.5%
LUNR vs GAP
+7.9%
+54.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.1% | +5.9% |
| 7D | +6.5% | +1.7% | +4.8% | +6.2% |
| 30D | -4.4% | +9.3% | -13.7% | -6.4% |
| 3M | -47.3% | +6.1% | -53.4% | -48.2% |
| 6M | -11.1% | -2.3% | -8.8% | -11.5% |
| YTD | -3.4% | -10.6% | +7.2% | -2.9% |
| 1Y | +85.8% | -4.4% | +90.2% | +84.3% |
| 3Y | +264.7% | +118.3% | +146.3% | +247.1% |
| All | +62.5% | +7.9% | +54.5% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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