-44.3%
FLUT vs LUNR
+241.9%
-286.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.4% | -1.1% |
| 7D | -2.6% | +0.5% | -3.1% | -2.6% |
| 30D | +5.4% | -5.3% | +10.7% | +5.5% |
| 3M | -10.8% | -45.6% | +34.9% | -8.1% |
| 6M | -9.2% | -17.4% | +8.2% | -10.6% |
| YTD | -53.8% | -7.9% | -45.9% | -55.3% |
| 1Y | -66.0% | +77.6% | -143.6% | -68.9% |
| All | -44.3% | +241.9% | -286.1% | -51.0% |
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 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