+326.4%
INSM vs LUNR
+48.7%
+277.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.7% |
| 7D | +2.5% | -3.1% | +5.6% | +2.5% |
| 30D | -2.2% | -15.3% | +13.2% | -2.1% |
| 3M | +33.8% | -53.2% | +87.0% | +34.4% |
| 6M | -7.2% | -22.2% | +15.1% | -7.0% |
| YTD | -25.6% | -11.6% | -14.1% | -25.5% |
| 1Y | -11.2% | +68.4% | -79.7% | -11.1% |
| 3Y | +388.3% | +216.8% | +171.6% | +392.4% |
| All | +326.4% | +48.7% | +277.7% | +378.5% |
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