+101.8%
USB vs LUNR
+291.1%
-189.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | +1.4% | +12.7% | -11.3% | +0.7% |
| 30D | +6.4% | -10.5% | +16.9% | +6.7% |
| 3M | -4.5% | -25.2% | +20.7% | -3.6% |
| 6M | +11.4% | -59.2% | +70.6% | +14.8% |
| YTD | +17.1% | -27.2% | +44.3% | +15.2% |
| 1Y | +32.6% | +19.7% | +12.9% | +26.0% |
| 3Y | +101.8% | +314.4% | -212.6% | +80.5% |
| All | +101.8% | +291.1% | -189.2% | +80.5% |
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