+48.7%
LUNR vs FTV
-5.5%
+54.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -2.0% |
| 7D | -3.1% | -4.0% | +0.8% | -1.8% |
| 30D | -15.3% | -11.0% | -4.3% | -12.1% |
| 3M | -53.2% | -8.4% | -44.8% | -52.0% |
| 6M | -22.2% | -2.6% | -19.7% | -22.6% |
| YTD | -11.6% | -0.6% | -11.0% | -13.1% |
| 1Y | +68.4% | +11.0% | +57.5% | +58.2% |
| 3Y | +216.8% | -6.3% | +223.1% | +201.7% |
| All | +48.7% | -5.5% | +54.2% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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