+33.4%
UNP vs LUNR
+51.5%
-18.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.4% |
| 7D | -1.2% | -0.5% | -0.6% | -1.2% |
| 30D | -2.0% | -11.3% | +9.3% | -2.0% |
| 3M | +7.5% | -44.9% | +52.4% | +7.6% |
| 6M | +15.3% | -17.3% | +32.6% | +15.2% |
| YTD | +25.4% | -9.9% | +35.3% | +25.2% |
| 1Y | +35.6% | +76.1% | -40.5% | +35.1% |
| 3Y | +44.1% | +240.0% | -195.9% | +44.3% |
| All | +33.4% | +51.5% | -18.1% | +38.3% |
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