+78.9%
FAST vs LUNR
+54.8%
+24.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -1.2% |
| 7D | +1.8% | +0.5% | +1.3% | +1.8% |
| 30D | -6.4% | -5.3% | -1.1% | -6.4% |
| 3M | +5.3% | -45.6% | +50.9% | +5.7% |
| 6M | +5.4% | -17.4% | +22.8% | +5.3% |
| YTD | +23.6% | -7.9% | +31.5% | +23.3% |
| 1Y | +4.1% | +77.6% | -73.6% | +3.4% |
| 3Y | +92.4% | +247.4% | -155.1% | +90.4% |
| All | +78.9% | +54.8% | +24.0% | +82.3% |
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