-46.0%
DXCM vs LUNR
+53.5%
-99.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.8% | -2.0% |
| 7D | -3.2% | -3.6% | +0.4% | -3.2% |
| 30D | +6.3% | +5.9% | +0.5% | +6.3% |
| 3M | +21.1% | -56.0% | +77.1% | +21.6% |
| 6M | +20.6% | -20.5% | +41.0% | +20.4% |
| YTD | +32.4% | -8.7% | +41.2% | +32.1% |
| 1Y | +8.8% | +75.9% | -67.0% | +8.2% |
| 3Y | -13.7% | +202.9% | -216.6% | -13.0% |
| All | -46.0% | +53.5% | -99.5% | -41.2% |
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