+24.9%
USB vs LUNR
+8.5%
+16.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +21.5% | -22.0% | -0.8% |
| 7D | 0.0% | -1.9% | +1.9% | 0.0% |
| 30D | +5.8% | -27.3% | +33.2% | +6.2% |
| 3M | -6.0% | -29.9% | +23.9% | -5.7% |
| 6M | +7.8% | -60.2% | +68.0% | +8.6% |
| YTD | +14.6% | -35.5% | +50.1% | +14.5% |
| 1Y | +31.8% | +9.5% | +22.3% | +30.7% |
| 3Y | +91.5% | +226.2% | -134.6% | +89.6% |
| All | +24.9% | +8.5% | +16.4% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling