+51.8%
FTNT vs LUNR
-9.9%
+61.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.2% | +1.3% |
| 7D | -25.7% | -14.3% | -11.3% | -25.1% |
| 30D | -29.7% | -30.5% | +0.8% | -28.7% |
| 3M | -23.1% | -28.9% | +5.8% | -22.2% |
| 6M | +45.0% | -60.8% | +105.8% | +47.9% |
| YTD | +62.9% | -38.8% | +101.8% | +60.2% |
| 1Y | +51.8% | -4.5% | +56.3% | +41.2% |
| All | +51.8% | -9.9% | +61.7% | +41.2% |
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