+75.9%
LUNR vs GDDY
-29.3%
+105.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +0.7% |
| 7D | -3.6% | +3.7% | -7.3% | -3.5% |
| 30D | +5.9% | +10.4% | -4.5% | +5.9% |
| 3M | -56.0% | +19.4% | -75.4% | -56.5% |
| 6M | -20.5% | +14.3% | -34.7% | -21.4% |
| YTD | -8.7% | -18.4% | +9.6% | +6.7% |
| 1Y | +75.9% | -30.1% | +106.0% | +120.0% |
| All | +75.9% | -29.3% | +105.2% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling