+98.1%
FAST vs LUNR
+282.2%
-184.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +15.0% | -12.0% | +2.7% |
| 7D | +3.8% | +22.1% | -18.3% | +3.4% |
| 30D | +8.1% | -8.7% | +16.8% | +8.1% |
| 3M | +5.8% | -26.6% | +32.4% | +6.2% |
| 6M | +24.9% | -58.4% | +83.3% | +26.4% |
| YTD | +38.9% | -25.8% | +64.7% | +38.0% |
| 1Y | +36.5% | +25.5% | +10.9% | +33.6% |
| 3Y | +98.1% | +300.0% | -201.9% | +85.8% |
| All | +98.1% | +282.2% | -184.1% | +85.8% |
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