-60.5%
FIS vs LUNR
+48.7%
-109.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.2% |
| 7D | -7.9% | -3.1% | -4.8% | -7.9% |
| 30D | -8.0% | -15.3% | +7.4% | -7.9% |
| 3M | +0.6% | -53.2% | +53.8% | +1.0% |
| 6M | -22.2% | -22.2% | 0.0% | -22.3% |
| YTD | -40.8% | -11.6% | -29.2% | -41.0% |
| 1Y | -41.5% | +68.4% | -109.9% | -42.1% |
| 3Y | -25.5% | +216.8% | -242.3% | -27.2% |
| All | -60.5% | +48.7% | -109.2% | -60.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling