+478.1%
FLEX vs LUNR
+251.6%
+226.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.9% | -1.5% | +3.7% |
| 7D | +7.0% | +6.5% | +0.4% | +6.2% |
| 30D | -5.8% | -4.4% | -1.4% | -5.3% |
| 3M | -24.2% | -47.3% | +23.1% | -19.1% |
| 6M | +90.8% | -11.1% | +101.9% | +90.7% |
| YTD | +89.2% | -3.4% | +92.6% | +85.7% |
| 1Y | +104.7% | +85.8% | +18.9% | +87.8% |
| 3Y | +478.1% | +264.7% | +213.4% | +447.1% |
| All | +478.1% | +251.6% | +226.5% | +447.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling