+51.5%
LUNR vs UTHR
+149.6%
-98.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -2.2% |
| 7D | -0.5% | +2.8% | -3.3% | -0.4% |
| 30D | -11.3% | -2.3% | -9.0% | -11.4% |
| 3M | -44.9% | -7.4% | -37.5% | -45.1% |
| 6M | -17.3% | -6.0% | -11.3% | -17.4% |
| YTD | -9.9% | +3.4% | -13.3% | -9.4% |
| 1Y | +76.1% | +27.1% | +49.1% | +77.5% |
| 3Y | +240.0% | +123.8% | +116.2% | +272.5% |
| All | +51.5% | +149.6% | -98.1% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling