+216.8%
LUNR vs GDDY
+30.8%
+186.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.3% |
| 7D | -3.1% | -3.2% | +0.1% | -2.6% |
| 30D | -15.3% | +6.8% | -22.1% | -17.8% |
| 3M | -53.2% | +30.5% | -83.6% | -59.6% |
| 6M | -22.2% | +13.3% | -35.5% | -30.1% |
| YTD | -11.6% | -21.0% | +9.4% | -2.2% |
| 1Y | +68.4% | -34.0% | +102.4% | +109.3% |
| 3Y | +216.8% | +33.1% | +183.7% | +157.6% |
| All | +216.8% | +30.8% | +186.0% | +157.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling