+21.7%
ISRG vs LUNR
+35.0%
-13.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.0% | -9.1% | -2.2% |
| 7D | -6.1% | +51.2% | -57.3% | -6.7% |
| 30D | +4.2% | +7.0% | -2.8% | +4.0% |
| 3M | +9.6% | -23.1% | +32.8% | +9.9% |
| 6M | +1.9% | -59.4% | +61.3% | +2.8% |
| YTD | -22.3% | -19.7% | -2.6% | -22.8% |
| 1Y | -23.2% | +39.5% | -62.7% | -24.3% |
| 3Y | +58.5% | +357.2% | -298.7% | +54.8% |
| All | +21.7% | +35.0% | -13.3% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling