-57.6%
FISV vs LUNR
+228.4%
-286.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.3% | +5.5% |
| 7D | -2.7% | -3.1% | +0.4% | -2.6% |
| 30D | 0.0% | -15.3% | +15.4% | +0.4% |
| 3M | -2.8% | -53.2% | +50.4% | -0.9% |
| 6M | -11.8% | -22.2% | +10.4% | -12.2% |
| YTD | -23.2% | -11.6% | -11.6% | -24.3% |
| 1Y | -62.0% | +68.4% | -130.4% | -63.4% |
| 3Y | -57.6% | +216.8% | -274.4% | -60.7% |
| All | -57.6% | +228.4% | -286.0% | -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 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