+8.3%
SYK vs LUNR
+51.5%
-43.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.9% |
| 7D | -12.3% | -0.5% | -11.8% | -12.3% |
| 30D | -22.4% | -11.3% | -11.2% | -22.4% |
| 3M | -12.3% | -44.9% | +32.6% | -12.1% |
| 6M | -24.3% | -17.3% | -7.0% | -24.4% |
| YTD | -22.8% | -9.9% | -12.8% | -23.0% |
| 1Y | -28.8% | +76.1% | -104.9% | -29.4% |
| 3Y | -4.0% | +240.0% | -244.0% | -5.1% |
| All | +8.3% | +51.5% | -43.2% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling