-80.3%
FIG vs LUNR
+35.5%
-115.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.9% | -11.6% | -6.0% |
| 7D | -16.4% | +6.5% | -22.9% | -16.7% |
| 30D | -2.3% | -4.4% | +2.1% | -2.4% |
| 3M | +7.8% | -47.3% | +55.1% | +13.3% |
| 6M | -21.8% | -11.1% | -10.8% | -24.1% |
| YTD | -39.1% | -3.4% | -35.7% | -43.3% |
| 1Y | -56.6% | +85.8% | -142.4% | -62.8% |
| All | -80.3% | +35.5% | -115.8% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling