+75.9%
LUNR vs GFS
+37.2%
+38.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.1% |
| 7D | -3.6% | +1.0% | -4.6% | -4.1% |
| 30D | +5.9% | -8.6% | +14.5% | +10.7% |
| 3M | -56.0% | -46.5% | -9.4% | -44.4% |
| 6M | -20.5% | -4.8% | -15.6% | -18.9% |
| YTD | -8.7% | +29.7% | -38.4% | -26.3% |
| 1Y | +75.9% | +35.8% | +40.1% | +43.4% |
| All | +75.9% | +37.2% | +38.7% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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