+137.3%
UMC vs LUNR
-13.4%
+150.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.7% | +8.7% | +4.7% |
| 7D | +13.6% | +0.5% | +13.1% | +13.5% |
| 30D | +20.8% | -5.3% | +26.1% | +21.3% |
| 3M | +16.1% | -45.6% | +61.8% | +22.3% |
| 6M | +137.3% | -17.4% | +154.7% | +133.2% |
| All | +137.3% | -13.4% | +150.7% | +133.2% |
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