+59.4%
FDX vs LUNR
+241.9%
-182.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | -1.3% |
| 7D | -2.3% | +0.5% | -2.9% | -2.4% |
| 30D | -4.9% | -5.3% | +0.4% | -4.8% |
| 3M | -6.5% | -45.6% | +39.2% | -4.1% |
| 6M | +6.7% | -17.4% | +24.0% | +6.2% |
| YTD | +33.9% | -7.9% | +41.8% | +31.6% |
| 1Y | +72.2% | +77.6% | -5.5% | +62.7% |
| All | +59.4% | +241.9% | -182.5% | +42.0% |
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 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