+51.5%
LUNR vs SPXS
-83.1%
+134.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -1.5% |
| 7D | -0.5% | +6.4% | -6.9% | +1.5% |
| 30D | -11.3% | +6.0% | -17.3% | -9.5% |
| 3M | -44.9% | -11.6% | -33.3% | -46.2% |
| 6M | -17.3% | -28.7% | +11.4% | -22.1% |
| YTD | -9.9% | -26.3% | +16.4% | -13.9% |
| 1Y | +76.1% | -34.9% | +111.1% | +66.3% |
| 3Y | +240.0% | -79.5% | +319.5% | +220.0% |
| All | +51.5% | -83.1% | +134.6% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded SPXS 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling