+31.6%
FAST vs LUNR
-9.9%
+41.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.9% | +1.8% |
| 7D | +3.4% | -14.3% | +17.7% | +3.6% |
| 30D | +5.5% | -30.5% | +36.0% | +6.1% |
| 3M | +7.6% | -28.9% | +36.5% | +8.1% |
| 6M | +19.8% | -60.8% | +80.6% | +21.1% |
| YTD | +35.5% | -38.8% | +74.3% | +33.4% |
| 1Y | +31.6% | -4.5% | +36.1% | +25.0% |
| All | +31.6% | -9.9% | +41.5% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling