+53.5%
LUNR vs UPST
-88.1%
+141.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +0.9% |
| 7D | -3.6% | -3.5% | -0.1% | -3.2% |
| 30D | +5.9% | -7.1% | +13.0% | +6.8% |
| 3M | -56.0% | -13.1% | -42.9% | -55.1% |
| 6M | -20.5% | -1.1% | -19.4% | -20.3% |
| YTD | -8.7% | -35.9% | +27.1% | -4.6% |
| 1Y | +75.9% | -57.4% | +133.3% | +90.1% |
| 3Y | +202.9% | -14.9% | +217.7% | +228.7% |
| All | +53.5% | -88.1% | +141.6% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling