+22.7%
ISRG vs LUNR
+34.7%
-12.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.8% |
| 7D | -2.0% | +24.2% | -26.2% | -2.3% |
| 30D | +5.6% | +18.0% | -12.4% | +5.2% |
| 3M | +10.5% | -26.0% | +36.5% | +10.9% |
| 6M | +2.6% | -63.6% | +66.2% | +3.7% |
| YTD | -21.7% | -19.9% | -1.8% | -22.1% |
| 1Y | -21.6% | +50.1% | -71.7% | -22.9% |
| 3Y | +57.0% | +374.5% | -317.4% | +53.4% |
| All | +22.7% | +34.7% | -12.0% | +24.0% |
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 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