-4.5%
LUNR vs NWSA
+18.2%
-22.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.7% | -9.0% | -3.9% |
| 7D | -14.3% | +4.3% | -18.6% | -12.9% |
| 30D | -30.5% | +5.6% | -36.1% | -29.1% |
| 3M | -28.9% | +7.3% | -36.1% | -27.1% |
| 6M | -60.8% | +18.8% | -79.7% | -59.2% |
| YTD | -38.8% | +17.9% | -56.7% | -37.2% |
| 1Y | -4.5% | +19.3% | -23.9% | -3.2% |
| All | -4.5% | +18.2% | -22.8% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling