+216.8%
LUNR vs SPYG
+98.4%
+118.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -3.5% |
| 7D | -3.1% | -0.9% | -2.2% | -1.4% |
| 30D | -15.3% | -1.5% | -13.8% | -12.7% |
| 3M | -53.2% | +3.7% | -56.9% | -56.1% |
| 6M | -22.2% | +16.4% | -38.6% | -39.7% |
| YTD | -11.6% | +13.3% | -24.9% | -27.9% |
| 1Y | +68.4% | +17.9% | +50.6% | +30.6% |
| 3Y | +216.8% | +98.3% | +118.4% | +39.6% |
| All | +216.8% | +98.4% | +118.4% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling