-25.0%
NOW vs LUNR
+26.2%
-51.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | 0.0% | +3.1% |
| 7D | -5.6% | +22.7% | -28.2% | -5.9% |
| 30D | -26.8% | -5.3% | -21.5% | -26.8% |
| 3M | -19.4% | -26.1% | +6.7% | -19.2% |
| 6M | +12.3% | -62.4% | +74.7% | +13.5% |
| YTD | -32.9% | -25.0% | -8.0% | -33.1% |
| 1Y | -40.3% | +29.0% | -69.3% | -41.0% |
| 3Y | -19.1% | +327.4% | -346.4% | -20.0% |
| All | -25.0% | +26.2% | -51.2% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling