+62.1%
NTAP vs LUNR
+73.3%
-11.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.8% | +10.4% | +8.7% |
| 7D | +7.4% | -3.1% | +10.5% | +7.6% |
| 30D | -1.4% | -15.3% | +14.0% | -0.4% |
| 3M | +24.6% | -53.2% | +77.7% | +30.0% |
| 6M | +105.9% | -22.2% | +128.1% | +105.0% |
| YTD | +88.5% | -11.6% | +100.1% | +82.5% |
| 1Y | +62.1% | +68.4% | -6.3% | +30.0% |
| All | +62.1% | +73.3% | -11.2% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling