-4.5%
LUNR vs GDDY
-11.8%
+7.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.3% | -9.5% | -4.6% |
| 7D | -14.3% | +11.1% | -25.4% | -12.9% |
| 30D | -30.5% | +18.6% | -49.1% | -28.9% |
| 3M | -28.9% | +32.8% | -61.7% | -26.8% |
| 6M | -60.8% | +34.0% | -94.9% | -59.5% |
| YTD | -38.8% | -4.6% | -34.2% | -27.1% |
| 1Y | -4.5% | -12.5% | +8.0% | +33.5% |
| All | -4.5% | -11.8% | +7.3% | +33.5% |
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