-4.5%
LUNR vs SPYG
+10.8%
-15.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.5% | -8.6% |
| 7D | -14.3% | -2.8% | -11.6% | -7.5% |
| 30D | -30.5% | -6.2% | -24.3% | -16.9% |
| 3M | -28.9% | -3.6% | -25.3% | -20.3% |
| 6M | -60.8% | +4.8% | -65.6% | -63.7% |
| YTD | -38.8% | +11.0% | -49.8% | -52.1% |
| 1Y | -4.5% | +11.2% | -15.7% | -25.7% |
| All | -4.5% | +10.8% | -15.4% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling