-36.2%
FLUT vs LUNR
+62.5%
-98.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.9% | -5.3% | +0.5% |
| 7D | +3.8% | +6.5% | -2.7% | +3.7% |
| 30D | +6.3% | -4.4% | +10.7% | +6.3% |
| 3M | -4.0% | -47.3% | +43.2% | -2.9% |
| 6M | -10.3% | -11.1% | +0.8% | -10.8% |
| YTD | -53.2% | -3.4% | -49.8% | -53.7% |
| 1Y | -65.0% | +85.8% | -150.8% | -66.0% |
| 3Y | -43.9% | +264.7% | -308.6% | -46.5% |
| All | -36.2% | +62.5% | -98.7% | -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 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