+54.2%
LUNR vs FGI
-69.1%
+123.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.4% | -7.1% | -4.7% |
| 7D | +0.5% | +14.7% | -14.2% | +0.4% |
| 30D | -5.3% | +67.0% | -72.3% | -6.6% |
| 3M | -45.6% | +31.0% | -76.6% | -46.3% |
| 6M | -17.4% | +126.8% | -144.2% | -19.9% |
| YTD | -7.9% | +35.6% | -43.6% | -9.7% |
| 1Y | +77.6% | +108.9% | -31.3% | +74.9% |
| 3Y | +247.4% | -0.3% | +247.7% | +255.4% |
| All | +54.2% | -69.1% | +123.3% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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