+51.5%
LUNR vs GSK
+39.4%
+12.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.4% |
| 7D | -0.5% | -5.4% | +4.9% | -2.0% |
| 30D | -11.3% | -4.6% | -6.7% | -12.3% |
| 3M | -44.9% | -5.1% | -39.8% | -45.5% |
| 6M | -17.3% | -11.4% | -5.9% | -20.0% |
| YTD | -9.9% | +0.7% | -10.6% | -8.6% |
| 1Y | +76.1% | +23.0% | +53.1% | +90.1% |
| 3Y | +240.0% | +48.0% | +192.0% | +298.8% |
| All | +51.5% | +39.4% | +12.1% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling