+130.3%
FTNT vs LUNR
+54.8%
+75.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.6% | -0.1% |
| 7D | +1.7% | +0.5% | +1.2% | +1.7% |
| 30D | -4.3% | -5.3% | +1.1% | -4.2% |
| 3M | +13.6% | -45.6% | +59.2% | +14.3% |
| 6M | +87.6% | -17.4% | +105.0% | +87.4% |
| YTD | +98.0% | -7.9% | +105.9% | +97.3% |
| 1Y | +96.9% | +77.6% | +19.3% | +94.7% |
| 3Y | +145.4% | +247.4% | -102.1% | +144.9% |
| All | +130.3% | +54.8% | +75.5% | +149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling