-60.6%
FIS vs LUNR
+51.5%
-112.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.2% |
| 7D | -8.9% | -0.5% | -8.3% | -8.9% |
| 30D | -9.9% | -11.3% | +1.4% | -9.9% |
| 3M | 0.0% | -44.9% | +44.9% | +0.3% |
| 6M | -22.9% | -17.3% | -5.6% | -23.0% |
| YTD | -40.9% | -9.9% | -31.0% | -41.1% |
| 1Y | -40.4% | +76.1% | -116.6% | -41.0% |
| 3Y | -25.4% | +240.0% | -265.4% | -27.1% |
| All | -60.6% | +51.5% | -112.1% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling