+51.5%
LUNR vs NVS
+102.3%
-50.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.5% | -15.7% | +15.2% | -1.1% |
| 30D | -11.3% | -11.1% | -0.2% | -11.7% |
| 3M | -44.9% | -7.2% | -37.7% | -45.2% |
| 6M | -17.3% | -12.3% | -5.0% | -18.2% |
| YTD | -9.9% | +2.8% | -12.7% | -9.4% |
| 1Y | +76.1% | +11.9% | +64.2% | +78.9% |
| 3Y | +240.0% | +55.1% | +184.9% | +272.8% |
| All | +51.5% | +102.3% | -50.8% | +90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling