+24.8%
LUNR vs GD
+102.2%
-77.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.3% | +12.7% | +13.9% |
| 7D | +22.1% | -3.0% | +25.2% | +24.2% |
| 30D | -8.7% | +9.3% | -18.0% | -12.5% |
| 3M | -26.6% | -7.2% | -19.4% | -23.9% |
| 6M | -58.4% | +5.5% | -63.9% | -59.7% |
| YTD | -25.8% | +9.5% | -35.3% | -28.4% |
| 1Y | +25.5% | +6.4% | +19.1% | +22.7% |
| 3Y | +300.0% | +59.8% | +240.2% | +290.1% |
| All | +24.8% | +102.2% | -77.4% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling