+54.8%
LUNR vs FCEL
-94.7%
+149.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.7% | +2.0% | -3.9% |
| 7D | +0.5% | +15.1% | -14.5% | -1.3% |
| 30D | -5.3% | -16.4% | +11.1% | -3.5% |
| 3M | -45.6% | -5.3% | -40.4% | -46.0% |
| 6M | -17.4% | +124.5% | -141.9% | -25.2% |
| YTD | -7.9% | +126.7% | -134.6% | -16.2% |
| 1Y | +77.6% | +219.9% | -142.2% | +60.6% |
| 3Y | +247.4% | -61.6% | +309.1% | +221.7% |
| All | +54.8% | -94.7% | +149.5% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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