+47.5%
FITB vs LUNR
+51.5%
-4.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.5% |
| 7D | -1.0% | -0.5% | -0.4% | -1.0% |
| 30D | -5.5% | -11.3% | +5.8% | -5.4% |
| 3M | +4.1% | -44.9% | +49.0% | +4.7% |
| 6M | +18.7% | -17.3% | +36.0% | +18.6% |
| YTD | +18.2% | -9.9% | +28.1% | +17.7% |
| 1Y | +23.7% | +76.1% | -52.5% | +22.0% |
| 3Y | +130.8% | +240.0% | -109.2% | +127.0% |
| All | +47.5% | +51.5% | -4.0% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling