+54.8%
LUNR vs URA
+101.1%
-46.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -4.0% |
| 7D | +0.5% | +5.7% | -5.2% | -2.2% |
| 30D | -5.3% | +5.6% | -10.9% | -7.9% |
| 3M | -45.6% | +6.2% | -51.8% | -46.9% |
| 6M | -17.4% | -8.2% | -9.1% | -12.7% |
| YTD | -7.9% | +9.7% | -17.6% | -6.0% |
| 1Y | +77.6% | +17.0% | +60.7% | +80.5% |
| 3Y | +247.4% | +118.5% | +129.0% | +231.0% |
| All | +54.8% | +101.1% | -46.3% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling