+48.7%
LUNR vs NLY
+23.2%
+25.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.6% |
| 7D | -3.1% | -4.0% | +0.9% | -1.0% |
| 30D | -15.3% | -5.2% | -10.1% | -12.9% |
| 3M | -53.2% | +2.8% | -56.0% | -54.0% |
| 6M | -22.2% | +4.2% | -26.4% | -23.9% |
| YTD | -11.6% | +4.7% | -16.3% | -13.3% |
| 1Y | +68.4% | +12.7% | +55.7% | +59.3% |
| 3Y | +216.8% | +62.5% | +154.2% | +162.9% |
| All | +48.7% | +23.2% | +25.5% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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