-59.4%
LUNR vs UPST
-32.6%
-26.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -6.9% | +13.8% | +10.7% |
| 7D | +51.2% | -13.5% | +64.7% | +62.9% |
| 30D | +7.0% | -19.6% | +26.6% | +21.2% |
| 3M | -23.1% | -34.2% | +11.1% | -2.9% |
| 6M | -59.4% | -31.2% | -28.2% | -49.4% |
| All | -59.4% | -32.6% | -26.8% | -49.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling