+1,022.8%
NBIS vs LUNR
+73.3%
+949.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -0.9% |
| 7D | -0.8% | -3.1% | +2.3% | +0.4% |
| 30D | -13.4% | -15.3% | +2.0% | -7.9% |
| 3M | +1.0% | -53.2% | +54.2% | +29.7% |
| 6M | +100.5% | -22.2% | +122.7% | +100.7% |
| YTD | +168.3% | -11.6% | +179.8% | +151.1% |
| 1Y | +151.8% | +68.4% | +83.3% | +83.9% |
| All | +1,022.8% | +73.3% | +949.4% | +753.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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