+62.5%
LUNR vs UPST
-88.6%
+151.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.8% | +9.7% | +6.3% |
| 7D | +6.5% | -1.5% | +8.0% | +6.7% |
| 30D | -4.4% | -13.2% | +8.8% | -2.8% |
| 3M | -47.3% | -13.0% | -34.3% | -46.3% |
| 6M | -11.1% | -2.9% | -8.2% | -10.7% |
| YTD | -3.4% | -38.3% | +34.9% | +1.5% |
| 1Y | +85.8% | -60.5% | +146.2% | +102.3% |
| 3Y | +264.7% | -11.7% | +276.4% | +300.2% |
| All | +62.5% | -88.6% | +151.0% | +92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling