-22.2%
LUNR vs SPYG
+16.3%
-38.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -4.0% |
| 7D | -3.1% | -0.9% | -2.2% | -0.9% |
| 30D | -15.3% | -1.5% | -13.8% | -11.9% |
| 3M | -53.2% | +3.7% | -56.9% | -57.5% |
| 6M | -22.2% | +16.4% | -38.6% | -46.1% |
| All | -22.2% | +16.3% | -38.6% | -46.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling