+54.8%
LUNR vs SPXL
+111.0%
-56.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -4.3% |
| 7D | +0.5% | -1.3% | +1.8% | +0.9% |
| 30D | -5.3% | -5.0% | -0.3% | -3.8% |
| 3M | -45.6% | +7.6% | -53.2% | -46.7% |
| 6M | -17.4% | +33.6% | -51.0% | -23.1% |
| YTD | -7.9% | +28.1% | -36.0% | -13.5% |
| 1Y | +77.6% | +43.6% | +34.0% | +64.1% |
| 3Y | +247.4% | +225.8% | +21.6% | +222.0% |
| All | +54.8% | +111.0% | -56.1% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling