+48.7%
LUNR vs NTR
+34.1%
+14.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.8% |
| 7D | -3.1% | -1.3% | -1.8% | -2.8% |
| 30D | -15.3% | +16.8% | -32.1% | -18.5% |
| 3M | -53.2% | +20.7% | -73.9% | -55.6% |
| 6M | -22.2% | +0.5% | -22.8% | -23.0% |
| YTD | -11.6% | +29.2% | -40.8% | -18.3% |
| 1Y | +68.4% | +39.6% | +28.8% | +52.6% |
| 3Y | +216.8% | +37.9% | +178.9% | +183.8% |
| All | +48.7% | +34.1% | +14.6% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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