+48.7%
LUNR vs SPY
+73.8%
-25.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.7% |
| 7D | -3.1% | -0.8% | -2.3% | -2.4% |
| 30D | -15.3% | -1.1% | -14.3% | -14.4% |
| 3M | -53.2% | +3.9% | -57.0% | -54.6% |
| 6M | -22.2% | +13.6% | -35.8% | -29.0% |
| YTD | -11.6% | +12.7% | -24.3% | -18.6% |
| 1Y | +68.4% | +17.5% | +50.9% | +52.3% |
| 3Y | +216.8% | +76.9% | +139.9% | +186.9% |
| All | +48.7% | +73.8% | -25.1% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling