-26.2%
UPS vs LUNR
+234.6%
-260.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +0.8% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | -2.7% | -11.3% | +8.5% | -2.5% |
| 3M | -1.6% | -44.9% | +43.3% | -0.1% |
| 6M | +2.3% | -17.3% | +19.6% | +2.2% |
| YTD | +5.6% | -9.9% | +15.5% | +4.7% |
| 1Y | +27.1% | +76.1% | -49.1% | +22.8% |
| All | -26.2% | +234.6% | -260.8% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling