+13.2%
FSLR vs LUNR
+241.9%
-228.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.7% | 0.0% | -4.4% |
| 7D | +0.2% | +0.5% | -0.3% | +0.2% |
| 30D | -15.1% | -5.3% | -9.8% | -14.9% |
| 3M | -22.5% | -45.6% | +23.1% | -19.2% |
| 6M | +4.0% | -17.4% | +21.3% | +4.7% |
| YTD | -22.3% | -7.9% | -14.3% | -22.6% |
| 1Y | 0.0% | +77.6% | -77.6% | -4.6% |
| All | +13.2% | +241.9% | -228.6% | +4.2% |
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 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