-4.5%
LUNR vs GD
+9.0%
-13.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.6% | -2.7% | -2.7% |
| 7D | -14.3% | +3.0% | -17.3% | -16.8% |
| 30D | -30.5% | +10.5% | -41.0% | -37.8% |
| 3M | -28.9% | -5.0% | -23.9% | -24.4% |
| 6M | -60.8% | +5.5% | -66.3% | -64.4% |
| YTD | -38.8% | +10.3% | -49.2% | -49.5% |
| 1Y | -4.5% | +8.2% | -12.7% | -15.3% |
| All | -4.5% | +9.0% | -13.5% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling