+216.8%
LUNR vs GFS
-19.7%
+236.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.8% |
| 7D | -3.1% | +3.8% | -7.0% | -4.8% |
| 30D | -15.3% | -11.7% | -3.6% | -10.4% |
| 3M | -53.2% | -41.8% | -11.4% | -41.5% |
| 6M | -22.2% | +6.6% | -28.9% | -25.6% |
| YTD | -11.6% | +34.6% | -46.2% | -27.0% |
| 1Y | +68.4% | +46.2% | +22.3% | +34.6% |
| 3Y | +216.8% | -20.3% | +237.1% | +172.6% |
| All | +216.8% | -19.7% | +236.5% | +172.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling