+48.7%
LUNR vs GNRC
-57.4%
+106.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.8% | -2.4% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -15.3% | -15.7% | +0.4% | -12.7% |
| 3M | -53.2% | -27.3% | -25.8% | -50.6% |
| 6M | -22.2% | -12.1% | -10.2% | -19.9% |
| YTD | -11.6% | +37.1% | -48.7% | -14.2% |
| 1Y | +68.4% | -0.5% | +68.9% | +69.2% |
| 3Y | +216.8% | +61.5% | +155.3% | +213.6% |
| All | +48.7% | -57.4% | +106.1% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling