+216.8%
LUNR vs UEC
+122.3%
+94.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.3% | +0.4% |
| 7D | -3.1% | -9.4% | +6.3% | +1.1% |
| 30D | -15.3% | -8.0% | -7.3% | -12.9% |
| 3M | -53.2% | -1.7% | -51.5% | -53.2% |
| 6M | -22.2% | -26.1% | +3.9% | -13.0% |
| YTD | -11.6% | -10.5% | -1.1% | -3.8% |
| 1Y | +68.4% | -13.3% | +81.7% | +82.8% |
| 3Y | +216.8% | +116.4% | +100.4% | +177.3% |
| All | +216.8% | +122.3% | +94.4% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 3y: compounded portfolio wealth divided by compounded UEC 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…
3y analysis · Full analysis span regression · 6 months rolling