+6.9%
FPS vs LUNR
-6.5%
+13.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.7% | +0.6% | -2.9% |
| 7D | +5.3% | +0.5% | +4.8% | +5.2% |
| 30D | -17.6% | -5.3% | -12.3% | -16.4% |
| 3M | -45.8% | -45.6% | -0.2% | -40.8% |
| 6M | -10.1% | -17.4% | +7.2% | -15.1% |
| All | +6.9% | -6.5% | +13.3% | -5.6% |
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