+48.7%
LUNR vs GWRE
+16.2%
+32.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -3.1% | -13.2% | +10.1% | -2.2% |
| 30D | -15.3% | -18.6% | +3.2% | -14.5% |
| 3M | -53.2% | +18.9% | -72.1% | -54.8% |
| 6M | -22.2% | -11.0% | -11.3% | -22.5% |
| YTD | -11.6% | -29.9% | +18.3% | -9.6% |
| 1Y | +68.4% | -44.3% | +112.8% | +77.2% |
| 3Y | +216.8% | +51.7% | +165.1% | +274.3% |
| All | +48.7% | +16.2% | +32.5% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling