+62.5%
LUNR vs GTLB
-61.0%
+123.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -5.4% | +11.3% | +6.4% |
| 7D | +6.5% | +4.6% | +2.0% | +5.9% |
| 30D | -4.4% | +21.0% | -25.4% | -6.5% |
| 3M | -47.3% | +51.7% | -99.0% | -49.7% |
| 6M | -11.1% | +89.3% | -100.3% | -17.6% |
| YTD | -3.4% | +25.6% | -29.0% | -7.1% |
| 1Y | +85.8% | -1.5% | +87.3% | +82.5% |
| 3Y | +264.7% | -9.9% | +274.6% | +263.1% |
| All | +62.5% | -61.0% | +123.5% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling