+75.9%
LUNR vs IDXX
-16.0%
+91.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | +0.7% |
| 7D | -3.6% | -3.5% | -0.1% | -3.4% |
| 30D | +5.9% | -8.4% | +14.3% | +6.7% |
| 3M | -56.0% | -5.2% | -50.8% | -55.8% |
| 6M | -20.5% | -17.5% | -3.0% | -16.7% |
| YTD | -8.7% | -20.9% | +12.1% | -3.1% |
| 1Y | +75.9% | -16.4% | +92.3% | +91.8% |
| All | +75.9% | -16.0% | +91.9% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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