-26.0%
FSLR vs LUNR
-9.9%
-16.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.2% | +9.9% | +5.5% |
| 7D | +10.3% | -14.3% | +24.7% | +12.9% |
| 30D | +10.4% | -30.5% | +40.9% | +16.6% |
| 3M | -20.2% | -28.9% | +8.7% | -16.6% |
| 6M | -8.0% | -60.8% | +52.8% | +4.4% |
| YTD | -25.5% | -38.8% | +13.3% | -21.3% |
| 1Y | -26.0% | -4.5% | -21.4% | -25.8% |
| All | -26.0% | -9.9% | -16.1% | -25.8% |
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