+152.5%
NTAP vs LUNR
+48.7%
+103.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.8% | +10.4% | +8.6% |
| 7D | +7.4% | -3.1% | +10.5% | +7.4% |
| 30D | -1.4% | -15.3% | +14.0% | -1.2% |
| 3M | +24.6% | -53.2% | +77.7% | +25.7% |
| 6M | +105.9% | -22.2% | +128.1% | +106.0% |
| YTD | +88.5% | -11.6% | +100.1% | +88.0% |
| 1Y | +62.1% | +68.4% | -6.3% | +60.3% |
| 3Y | +169.1% | +216.8% | -47.7% | +166.5% |
| All | +152.5% | +48.7% | +103.7% | +139.2% |
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