+54.8%
LUNR vs SPMO
+144.2%
-89.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.6% |
| 7D | +0.5% | +2.7% | -2.2% | -2.0% |
| 30D | -5.3% | +1.1% | -6.4% | -5.8% |
| 3M | -45.6% | +2.0% | -47.7% | -46.3% |
| 6M | -17.4% | +26.5% | -43.9% | -31.4% |
| YTD | -7.9% | +26.5% | -34.5% | -23.3% |
| 1Y | +77.6% | +27.9% | +49.7% | +48.7% |
| 3Y | +247.4% | +160.4% | +87.1% | +220.5% |
| All | +54.8% | +144.2% | -89.4% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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