+216.8%
LUNR vs GWW
+89.6%
+127.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.3% |
| 7D | -3.1% | -3.4% | +0.3% | -1.0% |
| 30D | -15.3% | -1.9% | -13.4% | -14.5% |
| 3M | -53.2% | -2.4% | -50.8% | -53.2% |
| 6M | -22.2% | +15.7% | -37.9% | -33.2% |
| YTD | -11.6% | +27.6% | -39.2% | -30.6% |
| 1Y | +68.4% | +27.2% | +41.2% | +33.0% |
| 3Y | +216.8% | +89.7% | +127.1% | +103.8% |
| All | +216.8% | +89.6% | +127.1% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling