+17.4%
ISRG vs LUNR
+251.6%
-234.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.9% | -10.4% | -4.8% |
| 7D | -5.2% | +6.5% | -11.7% | -5.5% |
| 30D | -7.6% | -4.4% | -3.2% | -7.5% |
| 3M | -16.4% | -47.3% | +30.9% | -13.9% |
| 6M | -28.6% | -11.1% | -17.5% | -29.7% |
| YTD | -38.2% | -3.4% | -34.8% | -40.1% |
| 1Y | -25.5% | +85.8% | -111.3% | -31.8% |
| 3Y | +17.4% | +264.7% | -247.2% | -2.4% |
| All | +17.4% | +251.6% | -234.2% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling