+18.3%
LUNR vs GLXY
+2.7%
+15.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +1.9% | -0.3% |
| 7D | -0.5% | -8.9% | +8.4% | +3.8% |
| 30D | -11.3% | +19.9% | -31.2% | -19.3% |
| 3M | -44.9% | -20.0% | -24.9% | -40.0% |
| 6M | -17.3% | +10.5% | -27.8% | -24.5% |
| YTD | -9.9% | +7.9% | -17.8% | -21.3% |
| 1Y | +76.1% | -7.5% | +83.6% | +68.3% |
| All | +18.3% | +2.7% | +15.6% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling