+216.8%
LUNR vs ULTA
+31.2%
+185.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -3.0% |
| 7D | -3.1% | -3.1% | 0.0% | -1.6% |
| 30D | -15.3% | +2.8% | -18.1% | -17.3% |
| 3M | -53.2% | +14.8% | -67.9% | -57.4% |
| 6M | -22.2% | -16.2% | -6.0% | -15.2% |
| YTD | -11.6% | -9.6% | -2.0% | -8.5% |
| 1Y | +68.4% | +4.8% | +63.7% | +57.2% |
| 3Y | +216.8% | +30.7% | +186.1% | +140.2% |
| All | +216.8% | +31.2% | +185.5% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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