-21.8%
DXCM vs LUNR
+241.9%
-263.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +4.0% | -0.6% |
| 7D | -6.5% | +0.5% | -7.0% | -6.5% |
| 30D | -4.3% | -5.3% | +1.0% | -4.2% |
| 3M | +7.3% | -45.6% | +52.9% | +9.1% |
| 6M | +22.0% | -17.4% | +39.4% | +21.0% |
| YTD | +26.4% | -7.9% | +34.3% | +24.2% |
| 1Y | +7.0% | +77.6% | -70.7% | +2.0% |
| All | -21.8% | +241.9% | -263.7% | -19.0% |
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