+139.6%
NTAP vs LUNR
+62.5%
+77.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | +1.8% |
| 7D | +3.3% | +6.5% | -3.3% | +3.2% |
| 30D | -0.2% | -4.4% | +4.2% | -0.2% |
| 3M | +11.4% | -47.3% | +58.7% | +12.2% |
| 6M | +88.7% | -11.1% | +99.7% | +88.5% |
| YTD | +78.9% | -3.4% | +82.3% | +78.2% |
| 1Y | +58.8% | +85.8% | -27.0% | +56.9% |
| 3Y | +153.5% | +264.7% | -111.1% | +150.9% |
| All | +139.6% | +62.5% | +77.1% | +126.7% |
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