-77.7%
U vs LUNR
+62.5%
-140.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.9% | -3.3% | +2.3% |
| 7D | +4.5% | +6.5% | -2.0% | +4.2% |
| 30D | -0.6% | -4.4% | +3.8% | -0.5% |
| 3M | +48.4% | -47.3% | +95.7% | +52.3% |
| 6M | +115.4% | -11.1% | +126.4% | +114.3% |
| YTD | -3.2% | -3.4% | +0.2% | -4.2% |
| 1Y | -6.0% | +85.8% | -91.8% | -9.6% |
| 3Y | +13.5% | +264.7% | -251.2% | +6.1% |
| All | -77.7% | +62.5% | -140.2% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling