+48.7%
LUNR vs GSK
+39.4%
+9.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | -3.1% | -3.5% | +0.4% | -4.0% |
| 30D | -15.3% | -3.4% | -11.9% | -16.0% |
| 3M | -53.2% | -8.1% | -45.0% | -54.1% |
| 6M | -22.2% | -11.1% | -11.1% | -24.6% |
| YTD | -11.6% | +0.7% | -12.3% | -10.3% |
| 1Y | +68.4% | +20.1% | +48.3% | +80.4% |
| 3Y | +216.8% | +46.1% | +170.7% | +269.2% |
| All | +48.7% | +39.4% | +9.3% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling