+48.7%
LUNR vs GTLB
-61.2%
+109.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.8% |
| 7D | -3.1% | -5.7% | +2.6% | -2.6% |
| 30D | -15.3% | +15.1% | -30.5% | -16.8% |
| 3M | -53.2% | +65.5% | -118.6% | -55.7% |
| 6M | -22.2% | +102.9% | -125.1% | -28.5% |
| YTD | -11.6% | +25.2% | -36.8% | -14.9% |
| 1Y | +68.4% | -5.5% | +74.0% | +66.1% |
| 3Y | +216.8% | -10.9% | +227.7% | +215.4% |
| All | +48.7% | -61.2% | +109.9% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling