+48.7%
LUNR vs FSLY
-53.1%
+101.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.3% |
| 7D | -3.1% | +12.5% | -15.6% | -5.6% |
| 30D | -15.3% | -18.8% | +3.5% | -11.8% |
| 3M | -53.2% | +22.7% | -75.8% | -55.9% |
| 6M | -22.2% | -3.7% | -18.5% | -25.7% |
| YTD | -11.6% | +127.5% | -139.1% | -34.0% |
| 1Y | +68.4% | +193.5% | -125.1% | +14.2% |
| 3Y | +216.8% | -1.3% | +218.1% | +150.0% |
| All | +48.7% | -53.1% | +101.8% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 10y: compounded portfolio wealth divided by compounded FSLY 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…
10y analysis · Full analysis span regression · 6 months rolling