+48.7%
LUNR vs UDR
-24.1%
+72.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.8% |
| 7D | -3.1% | -3.5% | +0.4% | -2.0% |
| 30D | -15.3% | -5.3% | -10.0% | -13.9% |
| 3M | -53.2% | -9.5% | -43.6% | -51.8% |
| 6M | -22.2% | -0.7% | -21.6% | -23.1% |
| YTD | -11.6% | -1.2% | -10.4% | -12.4% |
| 1Y | +68.4% | -5.7% | +74.2% | +69.6% |
| 3Y | +216.8% | +3.7% | +213.0% | +210.7% |
| All | +48.7% | -24.1% | +72.8% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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