+48.7%
LUNR vs UTHR
+146.2%
-97.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.9% |
| 7D | -3.1% | +1.9% | -5.1% | -3.0% |
| 30D | -15.3% | -2.9% | -12.5% | -15.4% |
| 3M | -53.2% | -8.9% | -44.3% | -53.3% |
| 6M | -22.2% | -8.7% | -13.5% | -22.4% |
| YTD | -11.6% | +2.0% | -13.6% | -11.1% |
| 1Y | +68.4% | +22.8% | +45.6% | +69.6% |
| 3Y | +216.8% | +120.6% | +96.2% | +246.7% |
| All | +48.7% | +146.2% | -97.5% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 10y: compounded portfolio wealth divided by compounded UTHR 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…
10y analysis · Full analysis span regression · 6 months rolling