+75.9%
LUNR vs GWRE
-25.4%
+101.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -19.9% | +20.7% | +1.2% |
| 7D | -3.6% | -21.1% | +17.5% | -3.2% |
| 30D | +5.9% | +1.3% | +4.6% | +5.2% |
| 3M | -56.0% | +7.4% | -63.4% | -56.4% |
| 6M | -20.5% | +5.6% | -26.1% | -19.8% |
| YTD | -8.7% | -19.2% | +10.4% | -1.1% |
| 1Y | +75.9% | -25.1% | +101.0% | +99.1% |
| All | +75.9% | -25.4% | +101.3% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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