+53.5%
LUNR vs FICO
+145.7%
-92.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -16.7% | +17.4% | +1.5% |
| 7D | -3.6% | -19.2% | +15.5% | -2.8% |
| 30D | +5.9% | -14.6% | +20.5% | +6.4% |
| 3M | -56.0% | -20.1% | -35.9% | -55.9% |
| 6M | -20.5% | -36.3% | +15.9% | -18.9% |
| YTD | -8.7% | -44.9% | +36.1% | -5.4% |
| 1Y | +75.9% | -38.6% | +114.5% | +79.0% |
| 3Y | +202.9% | +4.0% | +198.9% | +240.9% |
| All | +53.5% | +145.7% | -92.2% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling