+62.5%
LUNR vs FTV
-2.4%
+64.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.6% | +6.1% |
| 7D | +6.5% | -0.4% | +6.9% | +6.6% |
| 30D | -4.4% | -8.3% | +3.9% | -1.7% |
| 3M | -47.3% | -7.4% | -39.9% | -46.2% |
| 6M | -11.1% | -1.2% | -9.9% | -11.8% |
| YTD | -3.4% | +2.7% | -6.1% | -6.1% |
| 1Y | +85.8% | +18.4% | +67.3% | +70.4% |
| 3Y | +264.7% | -2.0% | +266.7% | +245.6% |
| All | +62.5% | -2.4% | +64.9% | +72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling