+27.6%
USB vs LUNR
+22.4%
+5.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.3% |
| 7D | +1.4% | +12.7% | -11.3% | +1.2% |
| 30D | +6.4% | -10.5% | +16.9% | +6.5% |
| 3M | -4.5% | -25.2% | +20.7% | -4.3% |
| 6M | +11.4% | -59.2% | +70.6% | +12.2% |
| YTD | +17.1% | -27.2% | +44.3% | +16.8% |
| 1Y | +32.6% | +19.7% | +12.9% | +31.3% |
| 3Y | +101.8% | +314.4% | -212.6% | +99.5% |
| All | +27.6% | +22.4% | +5.2% | +24.6% |
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