-74.2%
LUNL vs SPY
+10.7%
-84.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.5% | +12.3% | +15.5% |
| 7D | +11.9% | +0.5% | +11.4% | +6.7% |
| 30D | -15.4% | -0.9% | -14.5% | -10.2% |
| 3M | -79.7% | +3.9% | -83.6% | -83.9% |
| 6M | -64.6% | +14.5% | -79.1% | -82.9% |
| All | -74.2% | +10.7% | -84.9% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling