+75.9%
LUNR vs GTLB
+14.4%
+61.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.5% |
| 7D | -3.6% | +11.1% | -14.7% | -5.6% |
| 30D | +5.9% | +37.8% | -31.9% | -1.4% |
| 3M | -56.0% | +61.6% | -117.5% | -60.4% |
| 6M | -20.5% | +98.9% | -119.4% | -33.6% |
| YTD | -8.7% | +32.8% | -41.5% | -16.0% |
| 1Y | +75.9% | +14.7% | +61.2% | +79.1% |
| All | +75.9% | +14.4% | +61.5% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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