+51.5%
LUNR vs FTV
-5.8%
+57.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.4% |
| 7D | -0.5% | -5.2% | +4.7% | +1.2% |
| 30D | -11.3% | -11.5% | +0.2% | -7.8% |
| 3M | -44.9% | -9.0% | -35.9% | -43.4% |
| 6M | -17.3% | -2.0% | -15.3% | -17.8% |
| YTD | -9.9% | -0.9% | -9.0% | -11.4% |
| 1Y | +76.1% | +14.8% | +61.3% | +63.1% |
| 3Y | +240.0% | -5.5% | +245.5% | +226.1% |
| All | +51.5% | -5.8% | +57.3% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling