+374.5%
LUNR vs GD
+58.2%
+316.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +24.2% | +2.7% | +21.5% | +21.1% |
| 30D | +18.0% | +8.6% | +9.4% | +8.4% |
| 3M | -26.0% | -7.1% | -18.9% | -20.4% |
| 6M | -63.6% | +7.5% | -71.0% | -66.8% |
| YTD | -19.9% | +9.9% | -29.8% | -27.8% |
| 1Y | +50.1% | +7.6% | +42.6% | +39.2% |
| 3Y | +374.5% | +56.2% | +318.3% | +235.0% |
| All | +374.5% | +58.2% | +316.3% | +235.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling