-55.8%
FIG vs LUNR
+75.3%
-131.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.4% |
| 7D | -16.3% | -3.6% | -12.7% | -16.1% |
| 30D | -14.3% | +5.9% | -20.2% | -15.2% |
| 3M | +7.2% | -56.0% | +63.1% | +14.8% |
| 6M | -18.6% | -20.5% | +1.8% | -20.5% |
| YTD | -35.5% | -8.7% | -26.7% | -40.3% |
| 1Y | -55.8% | +75.9% | -131.7% | -75.6% |
| All | -55.8% | +75.3% | -131.1% | -75.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling