-15.6%
NVO vs LUNR
+48.7%
-64.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -2.1% |
| 7D | -7.6% | -3.1% | -4.5% | -7.6% |
| 30D | -6.0% | -15.3% | +9.4% | -5.9% |
| 3M | -0.8% | -53.2% | +52.4% | -0.2% |
| 6M | +16.5% | -22.2% | +38.7% | +16.5% |
| YTD | -11.1% | -11.6% | +0.5% | -11.2% |
| 1Y | -16.7% | +68.4% | -85.1% | -17.0% |
| 3Y | -52.9% | +216.8% | -269.7% | -52.7% |
| All | -15.6% | +48.7% | -64.3% | -14.0% |
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 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