+32.8%
UNP vs LUNR
+48.7%
-15.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | -0.5% |
| 7D | -1.8% | -3.1% | +1.3% | -1.8% |
| 30D | -2.7% | -15.3% | +12.6% | -2.7% |
| 3M | +6.5% | -53.2% | +59.7% | +6.6% |
| 6M | +14.4% | -22.2% | +36.6% | +14.3% |
| YTD | +24.8% | -11.6% | +36.4% | +24.6% |
| 1Y | +34.4% | +68.4% | -34.0% | +33.9% |
| 3Y | +43.6% | +216.8% | -173.2% | +43.6% |
| All | +32.8% | +48.7% | -15.9% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling