+22.5%
UAL vs LUNR
-57.9%
+80.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -2.3% |
| 7D | +2.3% | +22.7% | -20.4% | -1.5% |
| 30D | +13.3% | -5.3% | +18.6% | +13.5% |
| 3M | -6.3% | -26.1% | +19.8% | -3.0% |
| 6M | +22.5% | -62.4% | +84.9% | +37.1% |
| All | +22.5% | -57.9% | +80.4% | +37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling