+53.5%
LUNR vs FDS
-30.8%
+84.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.3% | +0.6% |
| 7D | -3.6% | -1.9% | -1.7% | -3.7% |
| 30D | +5.9% | +9.0% | -3.2% | +6.3% |
| 3M | -56.0% | +18.9% | -74.8% | -55.7% |
| 6M | -20.5% | +35.1% | -55.6% | -20.2% |
| YTD | -8.7% | +5.5% | -14.2% | -7.8% |
| 1Y | +75.9% | -16.8% | +92.7% | +75.6% |
| 3Y | +202.9% | -28.1% | +230.9% | +201.2% |
| All | +53.5% | -30.8% | +84.2% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling