+54.8%
LUNR vs GME
-61.4%
+116.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.3% | -10.0% | -5.1% |
| 7D | +0.5% | +4.8% | -4.3% | +0.2% |
| 30D | -5.3% | +5.9% | -11.2% | -5.7% |
| 3M | -45.6% | -10.7% | -34.9% | -45.2% |
| 6M | -17.4% | -19.8% | +2.4% | -16.2% |
| YTD | -7.9% | -0.9% | -7.0% | -8.2% |
| 1Y | +77.6% | -15.7% | +93.3% | +79.1% |
| 3Y | +247.4% | +12.3% | +235.1% | +225.6% |
| All | +54.8% | -61.4% | +116.3% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling