+262.2%
UMC vs LUNR
+228.4%
+33.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.4% |
| 7D | +9.0% | -3.1% | +12.1% | +9.1% |
| 30D | +17.2% | -15.3% | +32.6% | +18.0% |
| 3M | +11.4% | -53.2% | +64.6% | +14.1% |
| 6M | +137.5% | -22.2% | +159.7% | +138.3% |
| YTD | +193.1% | -11.6% | +204.7% | +192.0% |
| 1Y | +240.3% | +68.4% | +171.9% | +232.3% |
| 3Y | +262.2% | +216.8% | +45.4% | +248.1% |
| All | +262.2% | +228.4% | +33.8% | +248.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling