+75.9%
LUNR vs NWSA
+5.5%
+70.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +0.5% |
| 7D | -3.6% | -1.9% | -1.8% | -3.9% |
| 30D | +5.9% | +4.6% | +1.3% | +6.4% |
| 3M | -56.0% | +13.2% | -69.2% | -55.5% |
| 6M | -20.5% | +27.0% | -47.5% | -21.5% |
| YTD | -8.7% | +16.8% | -25.6% | -8.8% |
| 1Y | +75.9% | +4.5% | +71.4% | +82.1% |
| All | +75.9% | +5.5% | +70.4% | +82.1% |
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