+229.8%
LUNR vs URA
+116.4%
+113.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -3.5% |
| 7D | +0.5% | +5.7% | -5.2% | -4.2% |
| 30D | -5.3% | +5.6% | -10.9% | -10.0% |
| 3M | -45.6% | +6.2% | -51.8% | -48.2% |
| 6M | -17.4% | -8.2% | -9.1% | -10.3% |
| YTD | -7.9% | +9.7% | -17.6% | -9.0% |
| 1Y | +77.6% | +17.0% | +60.7% | +69.2% |
| All | +229.8% | +116.4% | +113.4% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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