+48.7%
LUNR vs GDDY
+33.7%
+15.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.1% |
| 7D | -3.1% | -3.2% | +0.1% | -2.8% |
| 30D | -15.3% | +6.8% | -22.1% | -16.8% |
| 3M | -53.2% | +30.5% | -83.6% | -56.9% |
| 6M | -22.2% | +13.3% | -35.5% | -26.6% |
| YTD | -11.6% | -21.0% | +9.4% | -7.9% |
| 1Y | +68.4% | -34.0% | +102.4% | +84.4% |
| 3Y | +216.8% | +33.1% | +183.7% | +251.5% |
| All | +48.7% | +33.7% | +15.0% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling