+48.7%
LUNR vs GME
-59.0%
+107.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.6% | -2.1% |
| 7D | -3.1% | +10.4% | -13.5% | -3.8% |
| 30D | -15.3% | +14.1% | -29.4% | -16.2% |
| 3M | -53.2% | -4.6% | -48.5% | -53.1% |
| 6M | -22.2% | -13.5% | -8.7% | -21.5% |
| YTD | -11.6% | +5.3% | -16.9% | -12.2% |
| 1Y | +68.4% | -14.9% | +83.3% | +69.7% |
| 3Y | +216.8% | +24.3% | +192.5% | +195.2% |
| All | +48.7% | -59.0% | +107.7% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 5y: compounded portfolio wealth divided by compounded GME 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…
5y analysis · Full analysis span regression · 6 months rolling