+62.5%
LUNR vs FLR
+142.7%
-80.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.8% | +5.1% | +5.6% |
| 7D | +6.5% | +0.7% | +5.9% | +6.3% |
| 30D | -4.4% | -0.7% | -3.7% | -4.2% |
| 3M | -47.3% | +14.3% | -61.6% | -49.4% |
| 6M | -11.1% | +25.6% | -36.7% | -17.5% |
| YTD | -3.4% | +42.9% | -46.3% | -13.4% |
| 1Y | +85.8% | +38.7% | +47.0% | +69.2% |
| 3Y | +264.7% | +61.8% | +202.9% | +244.3% |
| All | +62.5% | +142.7% | -80.2% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling