+649.1%
FLEX vs LUNR
+53.5%
+595.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.5% |
| 7D | -0.9% | -3.6% | +2.7% | -0.8% |
| 30D | -10.1% | +5.9% | -16.0% | -10.3% |
| 3M | -31.3% | -56.0% | +24.6% | -29.7% |
| 6M | +71.3% | -20.5% | +91.7% | +72.1% |
| YTD | +81.2% | -8.7% | +90.0% | +81.2% |
| 1Y | +98.5% | +75.9% | +22.6% | +95.6% |
| 3Y | +428.2% | +202.9% | +225.4% | +422.0% |
| All | +649.1% | +53.5% | +595.6% | +647.3% |
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