+58.0%
NOC vs LUNR
+54.8%
+3.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | -0.5% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | -10.4% | -5.3% | -5.1% | -10.4% |
| 3M | -5.6% | -45.6% | +40.0% | -5.3% |
| 6M | -30.4% | -17.4% | -13.0% | -30.4% |
| YTD | -8.5% | -7.9% | -0.5% | -8.6% |
| 1Y | -8.3% | +77.6% | -86.0% | -8.6% |
| 3Y | +28.2% | +247.4% | -219.2% | +27.2% |
| All | +58.0% | +54.8% | +3.2% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling