-38.0%
NVTS vs LUNR
+54.8%
-92.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.7% | +1.4% | -2.9% |
| 7D | +3.5% | +0.5% | +2.9% | +3.4% |
| 30D | -11.9% | -5.3% | -6.6% | -11.4% |
| 3M | -49.2% | -45.6% | -3.6% | -46.4% |
| 6M | +38.4% | -17.4% | +55.8% | +41.8% |
| YTD | +62.5% | -7.9% | +70.4% | +65.3% |
| 1Y | +101.4% | +77.6% | +23.7% | +98.2% |
| 3Y | +40.4% | +247.4% | -207.0% | +37.4% |
| All | -38.0% | +54.8% | -92.8% | -34.4% |
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