+48.7%
LUNR vs NSC
+29.3%
+19.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.8% |
| 7D | -3.1% | -2.8% | -0.3% | -2.9% |
| 30D | -15.3% | -4.5% | -10.8% | -15.1% |
| 3M | -53.2% | +3.5% | -56.7% | -53.4% |
| 6M | -22.2% | +8.5% | -30.7% | -23.1% |
| YTD | -11.6% | +12.3% | -23.9% | -12.9% |
| 1Y | +68.4% | +18.9% | +49.5% | +65.1% |
| 3Y | +216.8% | +74.1% | +142.6% | +248.4% |
| All | +48.7% | +29.3% | +19.4% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 5y: compounded portfolio wealth divided by compounded NSC 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…
5y analysis · Full analysis span regression · 6 months rolling