+62.5%
LUNR vs UEC
+154.1%
-91.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.0% | +2.8% | +5.2% |
| 7D | +6.5% | +2.6% | +3.9% | +5.9% |
| 30D | -4.4% | +5.6% | -10.0% | -5.9% |
| 3M | -47.3% | -5.7% | -41.6% | -46.8% |
| 6M | -11.1% | -8.0% | -3.0% | -9.5% |
| YTD | -3.4% | +1.8% | -5.2% | -0.9% |
| 1Y | +85.8% | +0.6% | +85.2% | +90.6% |
| 3Y | +264.7% | +155.2% | +109.5% | +247.4% |
| All | +62.5% | +154.1% | -91.6% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling