+222.7%
LUNR vs UL
+19.9%
+202.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.8% | -2.7% |
| 7D | -0.5% | -4.1% | +3.5% | -2.1% |
| 30D | -11.3% | -1.2% | -10.1% | -11.5% |
| 3M | -44.9% | +6.0% | -50.9% | -43.4% |
| 6M | -17.3% | -5.5% | -11.8% | -15.6% |
| YTD | -9.9% | -3.3% | -6.6% | -8.5% |
| 1Y | +76.1% | -9.8% | +85.9% | +79.9% |
| All | +222.7% | +19.9% | +202.8% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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