+51.5%
LUNR vs UEC
+135.5%
-84.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.0% | +2.9% | -1.0% |
| 7D | -0.5% | -4.3% | +3.7% | +0.5% |
| 30D | -11.3% | -3.8% | -7.4% | -10.7% |
| 3M | -44.9% | +17.0% | -61.9% | -46.8% |
| 6M | -17.3% | -23.9% | +6.6% | -12.6% |
| YTD | -9.9% | -5.7% | -4.3% | -5.9% |
| 1Y | +76.1% | -12.5% | +88.7% | +85.2% |
| 3Y | +240.0% | +136.5% | +103.5% | +229.7% |
| All | +51.5% | +135.5% | -84.0% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling