-17.4%
LUNR vs FANG
+32.1%
-49.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -1.8% | -11.4% | -13.2% |
| 7D | -26.2% | -13.0% | -13.2% | -26.4% |
| 30D | -42.8% | -2.9% | -39.8% | -42.7% |
| 3M | -38.4% | -3.0% | -35.4% | -38.0% |
| 6M | -65.2% | -11.9% | -53.3% | -64.6% |
| YTD | -46.9% | +21.5% | -68.4% | -52.9% |
| 1Y | -17.4% | +34.0% | -51.4% | -39.1% |
| All | -17.4% | +32.1% | -49.5% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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