-36.3%
FLUT vs LUNR
+48.7%
-85.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.8% | +1.9% |
| 7D | +0.4% | -3.1% | +3.6% | +0.5% |
| 30D | +2.5% | -15.3% | +17.9% | +2.9% |
| 3M | -9.2% | -53.2% | +43.9% | -7.9% |
| 6M | -8.2% | -22.2% | +14.0% | -8.5% |
| YTD | -53.2% | -11.6% | -41.7% | -53.7% |
| 1Y | -65.6% | +68.4% | -134.0% | -66.5% |
| 3Y | -43.6% | +216.8% | -260.3% | -46.0% |
| All | -36.3% | +48.7% | -85.0% | -39.7% |
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