+43.4%
NVTS vs LUNR
+228.4%
-185.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.2% | +4.8% |
| 7D | -1.4% | -3.1% | +1.7% | -0.6% |
| 30D | -16.5% | -15.3% | -1.2% | -12.3% |
| 3M | -47.6% | -53.2% | +5.5% | -35.2% |
| 6M | +7.3% | -22.2% | +29.5% | +15.5% |
| YTD | +62.9% | -11.6% | +74.5% | +69.4% |
| 1Y | +91.3% | +68.4% | +22.9% | +73.7% |
| 3Y | +43.4% | +216.8% | -173.4% | +18.9% |
| All | +43.4% | +228.4% | -185.0% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling