+54.8%
LUNR vs NSC
+30.6%
+24.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -4.6% |
| 7D | +0.5% | -2.0% | +2.6% | +0.7% |
| 30D | -5.3% | -3.2% | -2.1% | -5.1% |
| 3M | -45.6% | +3.9% | -49.5% | -45.8% |
| 6M | -17.4% | +7.8% | -25.2% | -18.2% |
| YTD | -7.9% | +13.4% | -21.4% | -9.4% |
| 1Y | +77.6% | +20.3% | +57.3% | +74.0% |
| 3Y | +247.4% | +76.1% | +171.4% | +282.4% |
| All | +54.8% | +30.6% | +24.3% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling