+75.9%
LUNR vs DGX
+33.7%
+42.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +0.7% |
| 7D | -3.6% | -2.3% | -1.3% | -3.8% |
| 30D | +5.9% | +0.6% | +5.3% | +6.0% |
| 3M | -56.0% | +21.4% | -77.4% | -55.6% |
| 6M | -20.5% | +14.7% | -35.2% | -19.0% |
| YTD | -8.7% | +38.4% | -47.2% | -11.0% |
| 1Y | +75.9% | +34.0% | +41.9% | +79.8% |
| All | +75.9% | +33.7% | +42.2% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling