+47.7%
FITB vs LUNR
+62.5%
-14.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.9% | -6.5% | -0.7% |
| 7D | +2.8% | +6.5% | -3.7% | +2.8% |
| 30D | -4.5% | -4.4% | -0.1% | -4.5% |
| 3M | +5.7% | -47.3% | +52.9% | +6.3% |
| 6M | +17.1% | -11.1% | +28.2% | +16.9% |
| YTD | +18.3% | -3.4% | +21.7% | +17.8% |
| 1Y | +23.9% | +85.8% | -61.9% | +22.2% |
| 3Y | +131.1% | +264.7% | -133.6% | +127.1% |
| All | +47.7% | +62.5% | -14.8% | +42.7% |
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