-22.6%
FPS vs LUNR
-37.8%
+15.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.2% | -12.1% | -15.7% |
| 7D | -23.3% | -14.3% | -9.0% | -19.5% |
| 30D | -42.4% | -30.5% | -11.9% | -36.2% |
| 3M | -43.0% | -28.9% | -14.2% | -37.5% |
| 6M | -44.5% | -60.8% | +16.3% | -35.8% |
| All | -22.6% | -37.8% | +15.2% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling