+216.8%
LUNR vs SPXS
-79.6%
+296.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -4.0% |
| 7D | -3.1% | +2.5% | -5.6% | -1.0% |
| 30D | -15.3% | +4.2% | -19.5% | -12.0% |
| 3M | -53.2% | -9.3% | -43.9% | -55.9% |
| 6M | -22.2% | -30.7% | +8.5% | -37.6% |
| YTD | -11.6% | -28.1% | +16.5% | -25.9% |
| 1Y | +68.4% | -35.1% | +103.5% | +36.1% |
| 3Y | +216.8% | -79.6% | +296.4% | +62.3% |
| All | +216.8% | -79.6% | +296.4% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling