-38.8%
FIS vs LUNR
+348.3%
-387.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +2.8% | +24.2% | -21.3% | +2.9% |
| 30D | -16.7% | +18.0% | -34.7% | -16.7% |
| 3M | -32.3% | -26.0% | -6.3% | -32.2% |
| 6M | -29.1% | -63.6% | +34.5% | -28.7% |
| YTD | -54.1% | -19.9% | -34.2% | -54.4% |
| 1Y | -53.7% | +50.1% | -103.8% | -54.4% |
| 3Y | -38.8% | +374.5% | -413.3% | -41.1% |
| All | -38.8% | +348.3% | -387.1% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling