-38.9%
UPS vs LUNR
+48.7%
-87.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.2% | +0.3% |
| 7D | -2.0% | -3.1% | +1.1% | -1.9% |
| 30D | -2.0% | -15.3% | +13.4% | -1.9% |
| 3M | -6.2% | -53.2% | +46.9% | -5.8% |
| 6M | +2.8% | -22.2% | +25.0% | +2.8% |
| YTD | +5.9% | -11.6% | +17.5% | +5.8% |
| 1Y | +26.2% | +68.4% | -42.2% | +25.7% |
| 3Y | -26.0% | +216.8% | -242.8% | -26.3% |
| All | -38.9% | +48.7% | -87.6% | -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 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