+51.1%
NEM vs LUNR
-9.9%
+61.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -5.2% | +15.1% | +10.6% |
| 7D | +3.7% | -14.3% | +18.0% | +5.6% |
| 30D | +2.0% | -30.5% | +32.5% | +6.4% |
| 3M | +21.1% | -28.9% | +50.0% | +25.4% |
| 6M | +9.5% | -60.8% | +70.3% | +19.2% |
| YTD | +19.1% | -38.8% | +57.9% | +20.9% |
| 1Y | +51.1% | -4.5% | +55.6% | +48.5% |
| All | +51.1% | -9.9% | +61.0% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling