+48.7%
LUNR vs NVT
+360.3%
-311.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.6% | -6.5% | -4.6% |
| 7D | -3.1% | +4.1% | -7.2% | -5.4% |
| 30D | -15.3% | -5.1% | -10.2% | -12.7% |
| 3M | -53.2% | -1.2% | -52.0% | -53.1% |
| 6M | -22.2% | +46.6% | -68.8% | -38.0% |
| YTD | -11.6% | +60.0% | -71.6% | -33.1% |
| 1Y | +68.4% | +70.8% | -2.4% | +24.9% |
| 3Y | +216.8% | +187.5% | +29.2% | +92.3% |
| All | +48.7% | +360.3% | -311.6% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling