-2.3%
ISRG vs LUNR
+54.8%
-57.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.7% | +5.6% | +0.9% |
| 7D | -5.0% | +0.5% | -5.6% | -5.0% |
| 30D | -10.2% | -5.3% | -4.9% | -10.2% |
| 3M | -17.2% | -45.6% | +28.4% | -16.6% |
| 6M | -28.4% | -17.4% | -11.1% | -28.6% |
| YTD | -37.6% | -7.9% | -29.7% | -38.0% |
| 1Y | -24.4% | +77.6% | -102.1% | -25.9% |
| 3Y | +18.4% | +247.4% | -229.0% | +15.6% |
| All | -2.3% | +54.8% | -57.1% | -1.4% |
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 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