+48.7%
LUNR vs DGX
+73.9%
-25.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.1% |
| 7D | -3.1% | -0.9% | -2.2% | -3.0% |
| 30D | -15.3% | -1.2% | -14.2% | -15.2% |
| 3M | -53.2% | +15.8% | -68.9% | -54.5% |
| 6M | -22.2% | +18.2% | -40.4% | -24.8% |
| YTD | -11.6% | +37.2% | -48.8% | -17.7% |
| 1Y | +68.4% | +30.4% | +38.1% | +58.9% |
| 3Y | +216.8% | +96.7% | +120.1% | +169.2% |
| All | +48.7% | +73.9% | -25.2% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling