+26.2%
LUNR vs FE
+44.2%
-18.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +22.7% | -0.4% | +23.1% | +22.7% |
| 30D | -5.3% | +3.6% | -8.9% | -5.3% |
| 3M | -26.1% | +0.3% | -26.4% | -26.1% |
| 6M | -62.4% | +6.4% | -68.8% | -62.6% |
| YTD | -25.0% | +8.1% | -33.1% | -25.5% |
| 1Y | +29.0% | +4.6% | +24.4% | +28.5% |
| 3Y | +327.4% | +49.1% | +278.3% | +318.6% |
| All | +26.2% | +44.2% | -18.0% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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