+92.9%
FTNT vs LUNR
+73.3%
+19.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.7% |
| 7D | -0.1% | -3.1% | +3.0% | 0.0% |
| 30D | -3.0% | -15.3% | +12.4% | -2.4% |
| 3M | +7.6% | -53.2% | +60.8% | +10.5% |
| 6M | +87.0% | -22.2% | +109.2% | +85.2% |
| YTD | +96.5% | -11.6% | +108.1% | +90.3% |
| 1Y | +92.9% | +68.4% | +24.5% | +61.6% |
| All | +92.9% | +73.3% | +19.6% | +61.6% |
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