+188.2%
LUNR vs UMAC
+473.8%
-285.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.6% | -1.2% |
| 7D | -3.1% | -3.4% | +0.3% | -2.2% |
| 30D | -15.3% | -15.1% | -0.2% | -12.6% |
| 3M | -53.2% | -10.8% | -42.4% | -52.9% |
| 6M | -22.2% | +15.7% | -37.9% | -28.8% |
| YTD | -11.6% | +80.1% | -91.7% | -26.2% |
| 1Y | +68.4% | +116.7% | -48.3% | +34.7% |
| All | +188.2% | +473.8% | -285.6% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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