+48.7%
LUNR vs UL
+25.1%
+23.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.5% | -1.6% |
| 7D | -3.1% | -3.4% | +0.3% | -4.4% |
| 30D | -15.3% | +0.5% | -15.8% | -15.0% |
| 3M | -53.2% | +7.2% | -60.4% | -51.6% |
| 6M | -22.2% | -3.1% | -19.2% | -21.2% |
| YTD | -11.6% | -2.7% | -8.9% | -10.2% |
| 1Y | +68.4% | -10.2% | +78.7% | +68.4% |
| 3Y | +216.8% | +20.3% | +196.5% | +235.0% |
| All | +48.7% | +25.1% | +23.6% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling