+48.7%
LUNR vs FLR
+132.3%
-83.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.1% | -2.2% |
| 7D | -3.1% | -3.5% | +0.4% | -2.0% |
| 30D | -15.3% | +4.2% | -19.5% | -16.4% |
| 3M | -53.2% | +8.1% | -61.2% | -54.3% |
| 6M | -22.2% | +21.5% | -43.7% | -27.1% |
| YTD | -11.6% | +36.8% | -48.3% | -19.6% |
| 1Y | +68.4% | +31.2% | +37.2% | +56.0% |
| 3Y | +216.8% | +53.9% | +162.9% | +202.9% |
| All | +48.7% | +132.3% | -83.6% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 5y: compounded portfolio wealth divided by compounded FLR 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…
5y analysis · Full analysis span regression · 6 months rolling