+54.5%
USAR vs LUNR
+54.1%
+0.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.1% | -2.7% |
| 7D | -11.6% | -3.1% | -8.5% | -11.3% |
| 30D | -15.5% | -15.3% | -0.1% | -13.5% |
| 3M | -31.0% | -53.2% | +22.1% | -24.4% |
| 6M | -26.2% | -22.2% | -4.0% | -23.7% |
| YTD | +30.8% | -11.6% | +42.3% | +34.1% |
| 1Y | +7.1% | +68.4% | -61.3% | +7.6% |
| 3Y | +53.0% | +216.8% | -163.8% | +54.2% |
| All | +54.5% | +54.1% | +0.4% | +55.8% |
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