+48.7%
LUNR vs FDS
-40.5%
+89.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.9% |
| 7D | -3.1% | -14.0% | +10.9% | -3.9% |
| 30D | -15.3% | -6.2% | -9.1% | -15.6% |
| 3M | -53.2% | +10.2% | -63.3% | -53.2% |
| 6M | -22.2% | +27.4% | -49.7% | -22.8% |
| YTD | -11.6% | -9.3% | -2.3% | -11.4% |
| 1Y | +68.4% | -28.6% | +97.1% | +66.8% |
| 3Y | +216.8% | -36.8% | +253.6% | +216.1% |
| All | +48.7% | -40.5% | +89.2% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded FDS 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling