-22.2%
LUNR vs GNRC
-11.7%
-10.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.8% | -3.6% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | -15.3% | -15.7% | +0.4% | -6.4% |
| 3M | -53.2% | -27.3% | -25.8% | -45.3% |
| 6M | -22.2% | -12.1% | -10.2% | -11.2% |
| All | -22.2% | -11.7% | -10.5% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 6mo: compounded portfolio wealth divided by compounded GNRC 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…
6mo analysis · Full analysis span regression · 6 months rolling