+50.4%
FERG vs LUNR
+228.4%
-178.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +0.8% |
| 7D | -2.6% | -3.1% | +0.5% | -2.4% |
| 30D | -8.9% | -15.3% | +6.4% | -8.2% |
| 3M | -2.0% | -53.2% | +51.1% | +1.4% |
| 6M | -3.2% | -22.2% | +19.0% | -3.7% |
| YTD | +1.5% | -11.6% | +13.1% | -0.5% |
| 1Y | +0.5% | +68.4% | -67.9% | -5.6% |
| 3Y | +50.4% | +216.8% | -166.4% | +28.7% |
| All | +50.4% | +228.4% | -178.0% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 3y: compounded portfolio wealth divided by compounded LUNR 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…
3y analysis · Full analysis span regression · 6 months rolling