+51.5%
LUNR vs NVT
+339.9%
-288.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -0.9% |
| 7D | -0.5% | +2.0% | -2.6% | -1.6% |
| 30D | -11.3% | -7.2% | -4.1% | -7.2% |
| 3M | -44.9% | -0.9% | -44.0% | -44.7% |
| 6M | -17.3% | +42.6% | -59.9% | -32.9% |
| YTD | -9.9% | +52.9% | -62.8% | -29.9% |
| 1Y | +76.1% | +64.5% | +11.7% | +33.9% |
| 3Y | +240.0% | +178.0% | +62.0% | +112.3% |
| All | +51.5% | +339.9% | -288.4% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling