-78.1%
U vs LUNR
+51.5%
-129.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.0% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | -4.1% | -11.3% | +7.2% | -3.6% |
| 3M | +57.8% | -44.9% | +102.7% | +61.6% |
| 6M | +103.5% | -17.3% | +120.8% | +103.2% |
| YTD | -4.8% | -9.9% | +5.2% | -5.4% |
| 1Y | -2.4% | +76.1% | -78.5% | -5.8% |
| 3Y | +11.7% | +240.0% | -228.3% | +4.8% |
| All | -78.1% | +51.5% | -129.6% | -76.0% |
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