+692.0%
FLEX vs LUNR
+48.7%
+643.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.8% | +9.0% | +7.3% |
| 7D | +5.7% | -3.1% | +8.8% | +5.8% |
| 30D | -7.0% | -15.3% | +8.3% | -6.5% |
| 3M | -23.8% | -53.2% | +29.3% | -22.1% |
| 6M | +82.6% | -22.2% | +104.9% | +83.7% |
| YTD | +91.6% | -11.6% | +103.2% | +91.8% |
| 1Y | +100.6% | +68.4% | +32.1% | +97.9% |
| 3Y | +479.8% | +216.8% | +263.0% | +473.7% |
| All | +692.0% | +48.7% | +643.3% | +691.0% |
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 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