-4.5%
LUNR vs FIGR
-41.8%
+37.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.2% | -9.4% | -6.7% |
| 7D | -14.3% | -1.3% | -13.0% | -13.9% |
| 30D | -30.5% | -17.6% | -12.9% | -25.8% |
| 3M | -28.9% | -16.7% | -12.2% | -25.5% |
| 6M | -60.8% | -36.1% | -24.7% | -55.5% |
| YTD | -38.8% | -43.6% | +4.8% | -35.5% |
| 1Y | -4.5% | -39.8% | +35.3% | -3.1% |
| All | -4.5% | -41.8% | +37.3% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling