+54.8%
LUNR vs GWW
+173.3%
-118.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.5% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | -5.3% | -1.4% | -3.9% | -5.0% |
| 3M | -45.6% | -3.6% | -42.0% | -45.3% |
| 6M | -17.4% | +15.1% | -32.5% | -22.4% |
| YTD | -7.9% | +27.5% | -35.4% | -16.5% |
| 1Y | +77.6% | +29.6% | +48.0% | +60.5% |
| 3Y | +247.4% | +90.1% | +157.4% | +222.5% |
| All | +54.8% | +173.3% | -118.5% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling