+53.5%
LUNR vs GD
+99.7%
-46.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.6% |
| 7D | -3.6% | -5.3% | +1.6% | -1.1% |
| 30D | +5.9% | -6.4% | +12.3% | +9.3% |
| 3M | -56.0% | +5.7% | -61.7% | -57.4% |
| 6M | -20.5% | -0.9% | -19.5% | -20.3% |
| YTD | -8.7% | +8.2% | -16.9% | -11.3% |
| 1Y | +75.9% | +13.4% | +62.5% | +69.7% |
| 3Y | +202.9% | +68.5% | +134.4% | +202.6% |
| All | +53.5% | +99.7% | -46.2% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling