+8.5%
LUNR vs OUST
-51.5%
+60.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | +14.0% | +7.5% | +18.6% |
| 7D | -1.9% | +17.0% | -18.9% | -4.8% |
| 30D | -27.3% | -16.5% | -10.8% | -24.7% |
| 3M | -29.9% | -23.7% | -6.2% | -26.0% |
| 6M | -60.2% | +18.4% | -78.6% | -61.9% |
| YTD | -35.5% | +60.8% | -96.3% | -41.1% |
| 1Y | +9.5% | +44.2% | -34.7% | +1.7% |
| 3Y | +226.2% | +668.1% | -441.9% | +187.8% |
| All | +8.5% | -51.5% | +60.0% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling