+54.8%
LUNR vs UL
+26.0%
+28.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.1% | -5.4% |
| 7D | +0.5% | -3.2% | +3.8% | -0.7% |
| 30D | -5.3% | -0.6% | -4.7% | -5.3% |
| 3M | -45.6% | +9.4% | -55.1% | -43.3% |
| 6M | -17.4% | -4.1% | -13.2% | -16.4% |
| YTD | -7.9% | -2.0% | -6.0% | -6.3% |
| 1Y | +77.6% | -9.0% | +86.6% | +78.4% |
| 3Y | +247.4% | +21.8% | +225.6% | +269.2% |
| All | +54.8% | +26.0% | +28.8% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling