+69.4%
USAR vs LUNR
+60.5%
+8.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.7% | +1.3% | -2.8% |
| 7D | -4.4% | +0.5% | -5.0% | -4.5% |
| 30D | -10.4% | -5.3% | -5.1% | -9.7% |
| 3M | -18.4% | -45.6% | +27.2% | -12.1% |
| 6M | -8.8% | -17.4% | +8.5% | -6.4% |
| YTD | +43.4% | -7.9% | +51.3% | +46.2% |
| 1Y | +21.0% | +77.6% | -56.7% | +20.9% |
| 3Y | +67.7% | +247.4% | -179.7% | +68.1% |
| All | +69.4% | +60.5% | +8.9% | +69.9% |
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