+34.5%
LUNR vs FGI
-66.3%
+100.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.2% | +0.8% | +6.9% |
| 7D | +51.2% | +13.5% | +37.7% | +50.9% |
| 30D | +7.0% | +17.1% | -10.1% | +6.8% |
| 3M | -23.1% | +78.0% | -101.1% | -24.3% |
| 6M | -59.4% | +46.4% | -105.8% | -60.0% |
| YTD | -19.7% | +47.7% | -67.4% | -21.4% |
| 1Y | +39.5% | +56.8% | -17.3% | +36.7% |
| 3Y | +357.2% | +12.3% | +344.9% | +366.3% |
| All | +34.5% | -66.3% | +100.8% | +34.8% |
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