-49.0%
DXCM vs LUNR
+48.7%
-97.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.7% |
| 7D | -5.5% | -3.1% | -2.4% | -5.5% |
| 30D | -8.6% | -15.3% | +6.8% | -8.5% |
| 3M | +10.3% | -53.2% | +63.5% | +10.8% |
| 6M | +25.2% | -22.2% | +47.4% | +25.1% |
| YTD | +25.1% | -11.6% | +36.7% | +24.8% |
| 1Y | +9.2% | +68.4% | -59.2% | +8.6% |
| 3Y | -22.6% | +216.8% | -239.4% | -21.9% |
| All | -49.0% | +48.7% | -97.7% | -44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling