+51.5%
LUNR vs UDR
-24.1%
+75.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -0.5% | -3.4% | +2.8% | +0.6% |
| 30D | -11.3% | -5.4% | -5.9% | -9.8% |
| 3M | -44.9% | -10.0% | -34.9% | -43.3% |
| 6M | -17.3% | -2.5% | -14.8% | -17.7% |
| YTD | -9.9% | -1.1% | -8.8% | -10.8% |
| 1Y | +76.1% | -3.9% | +80.0% | +76.0% |
| 3Y | +240.0% | +3.4% | +236.6% | +233.6% |
| All | +51.5% | -24.1% | +75.6% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling