+115.0%
UMC vs LUNR
-9.9%
+124.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.2% | +3.2% | -1.5% |
| 7D | -14.7% | -14.3% | -0.3% | -13.2% |
| 30D | -32.9% | -30.5% | -2.3% | -30.3% |
| 3M | -22.2% | -28.9% | +6.7% | -19.7% |
| 6M | +25.9% | -60.8% | +86.7% | +33.6% |
| YTD | +107.9% | -38.8% | +146.7% | +115.1% |
| 1Y | +115.0% | -4.5% | +119.6% | +113.8% |
| All | +115.0% | -9.9% | +124.9% | +113.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling