+54.8%
LUNR vs UPST
-89.0%
+143.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.0% | -0.7% | -4.2% |
| 7D | +0.5% | -8.1% | +8.6% | +1.5% |
| 30D | -5.3% | -14.3% | +9.0% | -3.6% |
| 3M | -45.6% | -16.6% | -29.0% | -44.3% |
| 6M | -17.4% | -7.3% | -10.1% | -16.5% |
| YTD | -7.9% | -40.8% | +32.8% | -2.8% |
| 1Y | +77.6% | -62.4% | +140.1% | +94.5% |
| 3Y | +247.4% | -15.3% | +262.8% | +283.3% |
| All | +54.8% | -89.0% | +143.8% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 10y: compounded portfolio wealth divided by compounded UPST 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…
10y analysis · Full analysis span regression · 6 months rolling