+243.5%
NEM vs LUNR
+234.6%
+8.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.9% |
| 7D | -3.3% | -0.5% | -2.7% | -3.3% |
| 30D | +7.8% | -11.3% | +19.1% | +8.5% |
| 3M | +36.3% | -44.9% | +81.2% | +40.0% |
| 6M | +6.6% | -17.3% | +23.9% | +6.5% |
| YTD | +27.1% | -9.9% | +37.1% | +26.3% |
| 1Y | +62.3% | +76.1% | -13.8% | +56.9% |
| All | +243.5% | +234.6% | +8.9% | +207.8% |
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