+78.1%
FDX vs LUNR
+53.5%
+24.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -2.5% | -3.6% | +1.1% | -2.5% |
| 30D | +3.8% | +5.9% | -2.1% | +3.7% |
| 3M | -1.3% | -56.0% | +54.7% | -0.5% |
| 6M | +5.0% | -20.5% | +25.5% | +5.0% |
| YTD | +39.6% | -8.7% | +48.4% | +39.3% |
| 1Y | +81.1% | +75.9% | +5.2% | +79.5% |
| 3Y | +63.0% | +202.9% | -139.8% | +61.7% |
| All | +78.1% | +53.5% | +24.6% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling