+54.8%
LUNR vs FIVN
-81.8%
+136.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.8% | -2.0% | -3.9% |
| 7D | +0.5% | -9.6% | +10.1% | +3.6% |
| 30D | -5.3% | -11.9% | +6.6% | -2.2% |
| 3M | -45.6% | +40.1% | -85.7% | -52.5% |
| 6M | -17.4% | +68.3% | -85.7% | -34.8% |
| YTD | -7.9% | +51.5% | -59.4% | -25.8% |
| 1Y | +77.6% | +15.1% | +62.5% | +58.9% |
| 3Y | +247.4% | -55.6% | +303.0% | +295.8% |
| All | +54.8% | -81.8% | +136.6% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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