+62.5%
LUNR vs FSLY
-56.5%
+119.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.4% | +1.5% | +4.9% |
| 7D | +6.5% | +3.5% | +3.1% | +5.7% |
| 30D | -4.4% | -6.4% | +2.0% | -3.8% |
| 3M | -47.3% | +10.9% | -58.2% | -49.1% |
| 6M | -11.1% | +6.7% | -17.8% | -16.8% |
| YTD | -3.4% | +111.1% | -114.5% | -26.6% |
| 1Y | +85.8% | +185.8% | -100.0% | +26.3% |
| 3Y | +264.7% | -6.6% | +271.2% | +190.7% |
| All | +62.5% | -56.5% | +119.0% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling