-61.0%
FIS vs LUNR
+48.7%
-109.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | -1.0% |
| 7D | -9.0% | -3.1% | -5.8% | -8.9% |
| 30D | -9.0% | -15.3% | +6.3% | -9.0% |
| 3M | -0.5% | -53.2% | +52.6% | -0.1% |
| 6M | -23.1% | -22.2% | -0.9% | -23.2% |
| YTD | -41.5% | -11.6% | -29.9% | -41.7% |
| 1Y | -42.2% | +68.4% | -110.6% | -42.7% |
| 3Y | -26.3% | +216.8% | -243.1% | -28.0% |
| All | -61.0% | +48.7% | -109.7% | -60.7% |
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 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