+1,024.5%
FIX vs LUNR
+35.0%
+989.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.0% | -9.8% | -3.1% |
| 7D | +17.0% | +51.2% | -34.2% | +14.9% |
| 30D | -30.6% | +7.0% | -37.6% | -30.8% |
| 3M | -35.0% | -23.1% | -11.9% | -34.5% |
| 6M | -44.0% | -59.4% | +15.4% | -42.5% |
| YTD | +21.1% | -19.7% | +40.9% | +21.0% |
| 1Y | +16.3% | +39.5% | -23.3% | +14.1% |
| 3Y | +507.4% | +357.2% | +150.2% | +496.0% |
| All | +1,024.5% | +35.0% | +989.5% | +929.5% |
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