+54.8%
LUNR vs UTHR
+151.0%
-96.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.8% | -6.5% | -4.6% |
| 7D | +0.5% | +3.0% | -2.5% | +0.7% |
| 30D | -5.3% | -4.3% | -1.0% | -5.5% |
| 3M | -45.6% | -8.4% | -37.2% | -45.8% |
| 6M | -17.4% | -4.2% | -13.1% | -17.3% |
| YTD | -7.9% | +4.0% | -12.0% | -7.4% |
| 1Y | +77.6% | +25.5% | +52.1% | +79.0% |
| 3Y | +247.4% | +125.1% | +122.3% | +280.7% |
| All | +54.8% | +151.0% | -96.2% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling