+8.5%
LUNR vs GD
+97.7%
-89.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | -0.6% | +22.1% | +21.8% |
| 7D | -1.9% | -5.0% | +3.1% | +0.7% |
| 30D | -27.3% | +8.9% | -36.3% | -30.3% |
| 3M | -29.9% | -8.0% | -21.8% | -27.1% |
| 6M | -60.2% | +2.9% | -63.1% | -61.0% |
| YTD | -35.5% | +7.1% | -42.6% | -37.1% |
| 1Y | +9.5% | +5.9% | +3.6% | +7.5% |
| 3Y | +226.2% | +53.9% | +172.3% | +220.0% |
| All | +8.5% | +97.7% | -89.2% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling