+162.9%
UMC vs LUNR
+48.7%
+114.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.4% |
| 7D | +9.0% | -3.1% | +12.1% | +9.0% |
| 30D | +17.2% | -15.3% | +32.6% | +17.4% |
| 3M | +11.4% | -53.2% | +64.6% | +11.8% |
| 6M | +137.5% | -22.2% | +159.7% | +137.8% |
| YTD | +193.1% | -11.6% | +204.7% | +193.3% |
| 1Y | +240.3% | +68.4% | +171.9% | +240.2% |
| 3Y | +262.2% | +216.8% | +45.4% | +265.1% |
| All | +162.9% | +48.7% | +114.2% | +172.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling