+48.7%
LUNR vs FCUV
-99.8%
+148.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -1.9% |
| 7D | -3.1% | -66.5% | +63.4% | -2.9% |
| 30D | -15.3% | +5.0% | -20.3% | -15.7% |
| 3M | -53.2% | +63.8% | -117.0% | -54.5% |
| 6M | -22.2% | -67.8% | +45.6% | -22.1% |
| YTD | -11.6% | -82.4% | +70.8% | -9.9% |
| 1Y | +68.4% | -94.7% | +163.2% | +75.6% |
| 3Y | +216.8% | -99.3% | +316.0% | +183.6% |
| All | +48.7% | -99.8% | +148.5% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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