+252.3%
NRG vs LUNR
+48.7%
+203.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.5% | +1.6% |
| 7D | -4.7% | -3.1% | -1.6% | -4.6% |
| 30D | -6.0% | -15.3% | +9.4% | -5.8% |
| 3M | -8.0% | -53.2% | +45.2% | -7.2% |
| 6M | -23.2% | -22.2% | -0.9% | -23.1% |
| YTD | -28.1% | -11.6% | -16.5% | -28.2% |
| 1Y | -27.3% | +68.4% | -95.7% | -27.9% |
| 3Y | +208.7% | +216.8% | -8.1% | +216.3% |
| All | +252.3% | +48.7% | +203.5% | +277.9% |
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