-72.5%
U vs LUNR
+34.7%
-107.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.5% | +5.3% |
| 7D | +2.6% | +24.2% | -21.6% | +1.4% |
| 30D | +27.6% | +18.0% | +9.6% | +26.2% |
| 3M | +15.3% | -26.0% | +41.3% | +16.4% |
| 6M | +96.4% | -63.6% | +160.0% | +103.7% |
| YTD | +19.6% | -19.9% | +39.5% | +18.9% |
| 1Y | +42.1% | +50.1% | -8.0% | +37.6% |
| 3Y | +87.5% | +374.5% | -286.9% | +75.4% |
| All | -72.5% | +34.7% | -107.2% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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