+53.5%
LUNR vs SPG
+64.6%
-11.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -3.6% | -2.4% | -1.3% | -3.0% |
| 30D | +5.9% | -6.8% | +12.7% | +8.0% |
| 3M | -56.0% | +2.7% | -58.6% | -56.8% |
| 6M | -20.5% | +5.5% | -25.9% | -22.8% |
| YTD | -8.7% | +15.7% | -24.5% | -14.5% |
| 1Y | +75.9% | +20.9% | +55.0% | +61.9% |
| 3Y | +202.9% | +112.4% | +90.5% | +175.9% |
| All | +53.5% | +64.6% | -11.1% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling