-79.9%
FIG vs LUNR
+24.0%
-103.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.8% | +6.6% | +4.9% |
| 7D | -3.8% | -3.1% | -0.7% | -3.7% |
| 30D | -2.3% | -15.3% | +13.0% | -1.6% |
| 3M | +20.0% | -53.2% | +73.1% | +27.1% |
| 6M | -16.7% | -22.2% | +5.6% | -18.3% |
| YTD | -37.9% | -11.6% | -26.3% | -41.9% |
| 1Y | -58.5% | +68.4% | -127.0% | -64.2% |
| All | -79.9% | +24.0% | -103.9% | -83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling