-5.4%
REGN vs LUNR
+228.4%
-233.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.4% | -1.5% |
| 7D | -5.6% | -3.1% | -2.5% | -5.5% |
| 30D | -2.0% | -15.3% | +13.4% | -1.7% |
| 3M | +28.0% | -53.2% | +81.1% | +29.2% |
| 6M | +1.2% | -22.2% | +23.4% | +0.9% |
| YTD | +1.6% | -11.6% | +13.2% | +0.9% |
| 1Y | +38.2% | +68.4% | -30.2% | +35.1% |
| 3Y | -5.4% | +216.8% | -222.1% | -12.5% |
| All | -5.4% | +228.4% | -233.7% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling