+95.4%
FSLR vs LUNR
+54.8%
+40.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.7% | 0.0% | -4.7% |
| 7D | +0.2% | +0.5% | -0.3% | +0.2% |
| 30D | -15.1% | -5.3% | -9.8% | -15.1% |
| 3M | -22.5% | -45.6% | +23.1% | -21.8% |
| 6M | +4.0% | -17.4% | +21.3% | +4.3% |
| YTD | -22.3% | -7.9% | -14.3% | -22.1% |
| 1Y | 0.0% | +77.6% | -77.6% | -0.2% |
| 3Y | +10.9% | +247.4% | -236.6% | +11.7% |
| All | +95.4% | +54.8% | +40.6% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling