+264.7%
LUNR vs UPST
-14.8%
+279.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.8% | +9.7% | +7.4% |
| 7D | +6.5% | -1.5% | +8.0% | +7.0% |
| 30D | -4.4% | -13.2% | +8.8% | +0.6% |
| 3M | -47.3% | -13.0% | -34.3% | -44.4% |
| 6M | -11.1% | -2.9% | -8.2% | -11.0% |
| YTD | -3.4% | -38.3% | +34.9% | +13.5% |
| 1Y | +85.8% | -60.5% | +146.2% | +153.4% |
| 3Y | +264.7% | -11.7% | +276.4% | +259.6% |
| All | +264.7% | -14.8% | +279.5% | +259.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling