+72.3%
FDX vs LUNR
+48.7%
+23.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.1% |
| 7D | -3.3% | -3.1% | -0.2% | -3.2% |
| 30D | -4.5% | -15.3% | +10.8% | -4.4% |
| 3M | -7.3% | -53.2% | +45.8% | -6.7% |
| 6M | +7.5% | -22.2% | +29.8% | +7.6% |
| YTD | +35.1% | -11.6% | +46.7% | +34.8% |
| 1Y | +71.4% | +68.4% | +3.0% | +70.0% |
| 3Y | +60.8% | +216.8% | -156.0% | +59.6% |
| All | +72.3% | +48.7% | +23.6% | +87.2% |
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