+62.5%
LUNR vs OUST
-47.8%
+110.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.9% | +3.0% | +5.3% |
| 7D | +6.5% | +12.7% | -6.2% | +4.1% |
| 30D | -4.4% | -13.6% | +9.2% | -1.7% |
| 3M | -47.3% | -8.3% | -39.0% | -47.2% |
| 6M | -11.1% | +85.0% | -96.0% | -21.2% |
| YTD | -3.4% | +73.2% | -76.6% | -13.3% |
| 1Y | +85.8% | +32.5% | +53.3% | +72.6% |
| 3Y | +264.7% | +643.8% | -379.2% | +213.5% |
| All | +62.5% | -47.8% | +110.3% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling