-8.2%
DHR vs LUNR
+228.4%
-236.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | -0.2% |
| 7D | -3.6% | -3.1% | -0.5% | -3.6% |
| 30D | -2.7% | -15.3% | +12.6% | -2.4% |
| 3M | +10.9% | -53.2% | +64.1% | +12.9% |
| 6M | +3.0% | -22.2% | +25.3% | +2.6% |
| YTD | -12.2% | -11.6% | -0.6% | -13.5% |
| 1Y | +3.3% | +68.4% | -65.1% | -1.2% |
| 3Y | -8.2% | +216.8% | -225.0% | -15.8% |
| All | -8.2% | +228.4% | -236.6% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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