+68.4%
LUNR vs GSK
+21.8%
+46.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | -3.1% | -3.5% | +0.4% | -3.6% |
| 30D | -15.3% | -3.4% | -11.9% | -15.6% |
| 3M | -53.2% | -8.1% | -45.0% | -53.4% |
| 6M | -22.2% | -11.1% | -11.1% | -23.8% |
| YTD | -11.6% | +0.7% | -12.3% | -9.8% |
| 1Y | +68.4% | +20.1% | +48.3% | +75.5% |
| All | +68.4% | +21.8% | +46.6% | +75.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling