+40.9%
REGN vs LUNR
-19.1%
+60.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -13.2% | +10.2% | -3.0% |
| 7D | +10.3% | -26.2% | +36.5% | +10.3% |
| 30D | +22.2% | -42.8% | +65.0% | +22.5% |
| 3M | +17.6% | -38.4% | +56.0% | +17.7% |
| 6M | +28.9% | -65.2% | +94.2% | +29.1% |
| YTD | +17.4% | -46.9% | +64.3% | +16.6% |
| 1Y | +40.9% | -17.4% | +58.3% | +39.7% |
| All | +40.9% | -19.1% | +60.0% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling