+54.8%
LUNR vs GFS
-25.8%
+80.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.9% | -6.6% | -5.2% |
| 7D | +0.5% | +4.5% | -4.0% | -0.6% |
| 30D | -5.3% | -8.2% | +2.9% | -3.1% |
| 3M | -45.6% | -38.9% | -6.8% | -39.0% |
| 6M | -17.4% | -2.9% | -14.5% | -16.2% |
| YTD | -7.9% | +31.8% | -39.7% | -13.3% |
| 1Y | +77.6% | +43.1% | +34.5% | +65.6% |
| 3Y | +247.4% | -20.6% | +268.1% | +231.2% |
| All | +54.8% | -25.8% | +80.6% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling