+229.1%
LUNR vs GGLL
+253.9%
-24.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.1% | +1.5% |
| 7D | -3.6% | -4.8% | +1.1% | -2.1% |
| 30D | +5.9% | -13.7% | +19.6% | +10.6% |
| 3M | -56.0% | -21.9% | -34.1% | -53.0% |
| 6M | -20.5% | +11.7% | -32.1% | -26.9% |
| YTD | -8.7% | +2.3% | -11.0% | -14.9% |
| 1Y | +75.9% | +76.2% | -0.3% | +30.8% |
| All | +229.1% | +253.9% | -24.8% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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