-91.3%
LUNL vs SPY
+11.1%
-102.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.7% | -12.8% | -22.6% |
| 7D | -29.1% | -0.7% | -28.4% | -25.3% |
| 30D | -56.6% | -1.0% | -55.6% | -51.7% |
| 3M | -61.3% | -0.3% | -61.0% | -57.9% |
| 6M | -92.6% | +7.3% | -100.0% | -94.4% |
| All | -91.3% | +11.1% | -102.4% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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