+7.3%
NEE vs LUNR
+48.7%
-41.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | -0.2% |
| 7D | -1.3% | -3.1% | +1.8% | -1.3% |
| 30D | -3.3% | -15.3% | +12.0% | -3.3% |
| 3M | -2.3% | -53.2% | +50.9% | -2.3% |
| 6M | -8.9% | -22.2% | +13.4% | -8.8% |
| YTD | +4.8% | -11.6% | +16.3% | +4.8% |
| 1Y | +18.7% | +68.4% | -49.7% | +18.9% |
| 3Y | +33.2% | +216.8% | -183.5% | +33.7% |
| All | +7.3% | +48.7% | -41.5% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling