+28.4%
NOC vs LUNR
+234.6%
-206.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.7% |
| 7D | -1.8% | -0.5% | -1.2% | -1.8% |
| 30D | -9.4% | -11.3% | +1.8% | -9.3% |
| 3M | -3.8% | -44.9% | +41.1% | -2.9% |
| 6M | -28.8% | -17.3% | -11.5% | -28.9% |
| YTD | -7.9% | -9.9% | +2.0% | -8.2% |
| 1Y | -9.0% | +76.1% | -85.2% | -9.9% |
| All | +28.4% | +234.6% | -206.2% | +21.1% |
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