+216.8%
LUNR vs SPXL
+221.9%
-5.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.3% | -4.0% |
| 7D | -3.1% | -2.5% | -0.6% | -1.0% |
| 30D | -15.3% | -4.2% | -11.1% | -12.2% |
| 3M | -53.2% | +8.1% | -61.3% | -56.5% |
| 6M | -22.2% | +35.6% | -57.8% | -39.1% |
| YTD | -11.6% | +28.8% | -40.4% | -28.1% |
| 1Y | +68.4% | +39.8% | +28.6% | +30.2% |
| 3Y | +216.8% | +221.4% | -4.6% | +44.2% |
| All | +216.8% | +221.9% | -5.2% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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