+75.4%
LUNR vs FIGR
+5.9%
+69.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.6% |
| 7D | +0.5% | +14.9% | -14.3% | -4.2% |
| 30D | -5.3% | +32.3% | -37.6% | -14.5% |
| 3M | -45.6% | +34.8% | -80.4% | -51.5% |
| 6M | -17.4% | +16.8% | -34.2% | -24.0% |
| YTD | -7.9% | -6.7% | -1.3% | -14.3% |
| All | +75.4% | +5.9% | +69.5% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling