-76.6%
LUNL vs SPY
+10.2%
-86.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.5% | -8.9% | -6.2% |
| 7D | -0.3% | -0.4% | +0.1% | +1.4% |
| 30D | -17.3% | -1.4% | -15.9% | -9.4% |
| 3M | -78.2% | +3.7% | -81.9% | -82.6% |
| 6M | -69.2% | +13.0% | -82.2% | -84.1% |
| All | -76.6% | +10.2% | -86.8% | -86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling