+118.5%
UAL vs LUNR
+51.5%
+67.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | -0.5% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | -15.7% | -11.3% | -4.4% | -15.4% |
| 3M | +3.6% | -44.9% | +48.5% | +5.2% |
| 6M | +16.9% | -17.3% | +34.2% | +16.8% |
| YTD | -4.8% | -9.9% | +5.2% | -5.3% |
| 1Y | -0.9% | +76.1% | -77.1% | -3.3% |
| 3Y | +124.5% | +240.0% | -115.5% | +118.9% |
| All | +118.5% | +51.5% | +67.0% | +117.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling