-23.6%
DHR vs LUNR
+54.8%
-78.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | -0.2% |
| 7D | -2.4% | +0.5% | -2.9% | -2.4% |
| 30D | -2.2% | -5.3% | +3.2% | -2.1% |
| 3M | +9.0% | -45.6% | +54.6% | +9.3% |
| 6M | +3.5% | -17.4% | +20.8% | +3.4% |
| YTD | -10.1% | -7.9% | -2.2% | -10.4% |
| 1Y | +6.2% | +77.6% | -71.5% | +5.1% |
| 3Y | -5.4% | +247.4% | -252.8% | -6.4% |
| All | -23.6% | +54.8% | -78.4% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling