+32.9%
UNP vs LUNR
+54.8%
-21.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -1.3% |
| 7D | -1.7% | +0.5% | -2.3% | -1.7% |
| 30D | -2.1% | -5.3% | +3.2% | -2.1% |
| 3M | +5.4% | -45.6% | +51.1% | +5.6% |
| 6M | +13.4% | -17.4% | +30.7% | +13.3% |
| YTD | +25.0% | -7.9% | +32.9% | +24.7% |
| 1Y | +34.6% | +77.6% | -43.1% | +34.0% |
| 3Y | +43.6% | +247.4% | -203.8% | +43.7% |
| All | +32.9% | +54.8% | -21.9% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling