+48.7%
LUNR vs GPN
-28.1%
+76.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -3.1% | -4.3% | +1.2% | -2.0% |
| 30D | -15.3% | 0.0% | -15.4% | -15.6% |
| 3M | -53.2% | +35.8% | -89.0% | -57.6% |
| 6M | -22.2% | +22.0% | -44.2% | -27.0% |
| YTD | -11.6% | +15.2% | -26.8% | -16.3% |
| 1Y | +68.4% | +3.5% | +64.9% | +64.3% |
| 3Y | +216.8% | -26.9% | +243.7% | +214.2% |
| All | +48.7% | -28.1% | +76.8% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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