-48.5%
DXCM vs LUNR
+54.8%
-103.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +4.0% | -0.7% |
| 7D | -6.5% | +0.5% | -7.0% | -6.5% |
| 30D | -4.3% | -5.3% | +1.0% | -4.3% |
| 3M | +7.3% | -45.6% | +52.9% | +7.6% |
| 6M | +22.0% | -17.4% | +39.4% | +21.9% |
| YTD | +26.4% | -7.9% | +34.3% | +26.1% |
| 1Y | +7.0% | +77.6% | -70.7% | +6.3% |
| 3Y | -19.6% | +247.4% | -267.1% | -18.9% |
| All | -48.5% | +54.8% | -103.3% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling