+54.8%
LUNR vs NWSA
+31.6%
+23.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.7% |
| 7D | +0.5% | -3.1% | +3.6% | +0.6% |
| 30D | -5.3% | +4.3% | -9.6% | -5.5% |
| 3M | -45.6% | +9.2% | -54.8% | -45.9% |
| 6M | -17.4% | +21.6% | -38.9% | -18.6% |
| YTD | -7.9% | +14.2% | -22.2% | -9.0% |
| 1Y | +77.6% | +1.8% | +75.9% | +77.2% |
| 3Y | +247.4% | +44.4% | +203.0% | +267.0% |
| All | +54.8% | +31.6% | +23.2% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling