+412.9%
FLEX vs LUNR
+34.7%
+378.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | +7.5% | +24.2% | -16.7% | +6.5% |
| 30D | -25.3% | +18.0% | -43.2% | -25.8% |
| 3M | -39.7% | -26.0% | -13.7% | -39.1% |
| 6M | -47.9% | -63.6% | +15.7% | -46.4% |
| YTD | +24.1% | -19.9% | +44.0% | +24.5% |
| 1Y | +26.0% | +50.1% | -24.2% | +24.7% |
| 3Y | +282.7% | +374.5% | -91.8% | +280.2% |
| All | +412.9% | +34.7% | +378.2% | +413.6% |
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 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