+53.5%
LUNR vs URA
+97.7%
-44.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.4% |
| 7D | -3.6% | +1.1% | -4.7% | -4.2% |
| 30D | +5.9% | +7.4% | -1.5% | +2.2% |
| 3M | -56.0% | -8.4% | -47.6% | -53.8% |
| 6M | -20.5% | -12.7% | -7.7% | -14.2% |
| YTD | -8.7% | +7.8% | -16.5% | -6.1% |
| 1Y | +75.9% | +19.5% | +56.4% | +78.5% |
| 3Y | +202.9% | +116.4% | +86.4% | +191.1% |
| All | +53.5% | +97.7% | -44.2% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling