+226.2%
LUNR vs FICO
-24.3%
+250.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | -0.4% | +21.9% | +21.5% |
| 7D | -1.9% | -0.9% | -0.9% | -1.8% |
| 30D | -27.3% | +3.3% | -30.7% | -27.9% |
| 3M | -29.9% | -31.7% | +1.8% | -27.2% |
| 6M | -60.2% | -34.0% | -26.3% | -59.7% |
| YTD | -35.5% | -58.3% | +22.8% | -26.1% |
| 1Y | +9.5% | -57.9% | +67.5% | +24.8% |
| 3Y | +226.2% | -24.1% | +250.2% | +314.7% |
| All | +226.2% | -24.3% | +250.4% | +314.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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