-37.5%
FLUT vs LUNR
+51.5%
-89.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.6% |
| 7D | -3.6% | -0.5% | -3.0% | -3.6% |
| 30D | -0.3% | -11.3% | +10.9% | -0.1% |
| 3M | -12.6% | -44.9% | +32.3% | -11.7% |
| 6M | -8.0% | -17.3% | +9.3% | -8.4% |
| YTD | -54.1% | -9.9% | -44.2% | -54.5% |
| 1Y | -66.1% | +76.1% | -142.3% | -67.0% |
| 3Y | -45.0% | +240.0% | -285.0% | -47.5% |
| All | -37.5% | +51.5% | -89.0% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling