+34.7%
LUNR vs FDS
-23.7%
+58.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +24.2% | +1.5% | +22.7% | +24.4% |
| 30D | +18.0% | +14.8% | +3.1% | +19.4% |
| 3M | -26.0% | +16.3% | -42.3% | -24.8% |
| 6M | -63.6% | +66.2% | -129.8% | -63.2% |
| YTD | -19.9% | +16.2% | -36.1% | -18.1% |
| 1Y | +50.1% | +21.8% | +28.3% | +53.1% |
| 3Y | +374.5% | -23.9% | +398.3% | +369.2% |
| All | +34.7% | -23.7% | +58.4% | +40.7% |
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