+216.8%
LUNR vs NWSA
+43.3%
+173.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -2.0% |
| 7D | -3.1% | -2.8% | -0.3% | -1.6% |
| 30D | -15.3% | +3.0% | -18.4% | -17.1% |
| 3M | -53.2% | +12.3% | -65.5% | -57.5% |
| 6M | -22.2% | +21.9% | -44.1% | -34.6% |
| YTD | -11.6% | +13.6% | -25.1% | -22.5% |
| 1Y | +68.4% | +0.5% | +67.9% | +67.0% |
| 3Y | +216.8% | +43.8% | +173.0% | +115.1% |
| All | +216.8% | +43.3% | +173.5% | +115.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling