+222.7%
LUNR vs SPG
+106.6%
+116.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -0.5% | -2.2% | +1.7% | +1.3% |
| 30D | -11.3% | -5.8% | -5.5% | -7.1% |
| 3M | -44.9% | -2.8% | -42.1% | -44.8% |
| 6M | -17.3% | +8.9% | -26.2% | -26.3% |
| YTD | -9.9% | +14.3% | -24.2% | -24.7% |
| 1Y | +76.1% | +19.5% | +56.7% | +38.9% |
| All | +222.7% | +106.6% | +116.1% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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