+48.7%
LUNR vs NVS
+101.9%
-53.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.9% |
| 7D | -3.1% | -14.3% | +11.2% | -3.7% |
| 30D | -15.3% | -10.0% | -5.4% | -15.8% |
| 3M | -53.2% | -10.9% | -42.3% | -53.4% |
| 6M | -22.2% | -12.0% | -10.3% | -23.0% |
| YTD | -11.6% | +2.5% | -14.1% | -11.1% |
| 1Y | +68.4% | +10.7% | +57.8% | +70.8% |
| 3Y | +216.8% | +53.3% | +163.5% | +245.2% |
| All | +48.7% | +101.9% | -53.2% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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