+331.0%
LUNR vs UPST
-0.8%
+331.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.3% | +6.4% | +1.4% |
| 7D | +12.7% | -4.5% | +17.2% | +14.4% |
| 30D | -10.5% | -15.3% | +4.8% | -4.2% |
| 3M | -25.2% | -32.4% | +7.3% | -12.9% |
| 6M | -59.2% | -29.5% | -29.7% | -53.3% |
| YTD | -27.2% | -53.3% | +26.1% | -4.1% |
| 1Y | +19.7% | -47.4% | +67.0% | +52.2% |
| All | +331.0% | -0.8% | +331.8% | +346.3% |
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