+85.8%
LUNR vs GD
+12.5%
+73.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.8% |
| 7D | +6.5% | -3.5% | +10.0% | +11.1% |
| 30D | -4.4% | -9.0% | +4.7% | +7.2% |
| 3M | -47.3% | +5.1% | -52.3% | -52.2% |
| 6M | -11.1% | -1.0% | -10.0% | -7.0% |
| YTD | -3.4% | +7.3% | -10.7% | -15.2% |
| 1Y | +85.8% | +12.4% | +73.3% | +70.1% |
| All | +85.8% | +12.5% | +73.3% | +70.1% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling