+48.7%
LUNR vs GRMN
+114.3%
-65.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.8% | -5.7% | -3.1% |
| 7D | -3.1% | +2.0% | -5.1% | -3.8% |
| 30D | -15.3% | -8.8% | -6.5% | -12.7% |
| 3M | -53.2% | +19.0% | -72.2% | -56.5% |
| 6M | -22.2% | +20.7% | -42.9% | -27.6% |
| YTD | -11.6% | +40.5% | -52.1% | -21.8% |
| 1Y | +68.4% | +19.1% | +49.3% | +56.8% |
| 3Y | +216.8% | +182.7% | +34.1% | +183.8% |
| All | +48.7% | +114.3% | -65.6% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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