-33.2%
FSLR vs LUNR
+38.9%
-72.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -14.8% | +24.2% | -39.0% | -17.7% |
| 30D | -4.3% | +18.0% | -22.3% | -7.5% |
| 3M | -23.4% | -26.0% | +2.6% | -20.8% |
| 6M | -26.9% | -63.6% | +36.6% | -18.0% |
| YTD | -34.4% | -19.9% | -14.5% | -33.6% |
| 1Y | -33.2% | +50.1% | -83.3% | -37.2% |
| All | -33.2% | +38.9% | -72.1% | -37.2% |
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