-0.3%
ISRG vs LUNR
+51.5%
-51.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.2% | +2.1% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | -10.2% | -11.3% | +1.1% | -10.0% |
| 3M | -12.5% | -44.9% | +32.4% | -11.9% |
| 6M | -25.8% | -17.3% | -8.5% | -26.0% |
| YTD | -36.4% | -9.9% | -26.4% | -36.7% |
| 1Y | -19.9% | +76.1% | -96.0% | -21.4% |
| 3Y | +20.9% | +240.0% | -219.1% | +17.9% |
| All | -0.3% | +51.5% | -51.8% | +0.7% |
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