+28.0%
USB vs LUNR
+24.8%
+3.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +15.0% | -12.5% | +2.3% |
| 7D | +0.8% | +22.1% | -21.3% | +0.5% |
| 30D | +6.8% | -8.7% | +15.5% | +6.8% |
| 3M | -3.8% | -26.6% | +22.8% | -3.5% |
| 6M | +11.7% | -58.4% | +70.2% | +12.6% |
| YTD | +17.5% | -25.8% | +43.3% | +17.1% |
| 1Y | +33.8% | +25.5% | +8.2% | +32.4% |
| 3Y | +104.2% | +300.0% | -195.8% | +101.8% |
| All | +28.0% | +24.8% | +3.2% | +24.9% |
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 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