+216.8%
LUNR vs GH
+363.0%
-146.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -3.1% | -2.5% | -0.6% | -2.2% |
| 30D | -15.3% | -4.7% | -10.7% | -14.0% |
| 3M | -53.2% | +20.2% | -73.4% | -56.8% |
| 6M | -22.2% | +78.8% | -101.0% | -37.8% |
| YTD | -11.6% | +54.1% | -65.7% | -25.7% |
| 1Y | +68.4% | +177.1% | -108.7% | +12.5% |
| 3Y | +216.8% | +371.6% | -154.8% | +76.6% |
| All | +216.8% | +363.0% | -146.2% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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