+54.8%
LUNR vs SYF
+74.2%
-19.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.6% | -3.1% | -4.0% |
| 7D | +0.5% | -1.3% | +1.9% | +1.1% |
| 30D | -5.3% | -1.1% | -4.2% | -4.8% |
| 3M | -45.6% | +7.4% | -53.0% | -47.4% |
| 6M | -17.4% | +16.2% | -33.6% | -22.7% |
| YTD | -7.9% | -6.1% | -1.8% | -6.6% |
| 1Y | +77.6% | +3.4% | +74.3% | +74.4% |
| 3Y | +247.4% | +162.9% | +84.6% | +207.2% |
| All | +54.8% | +74.2% | -19.4% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 5y: compounded portfolio wealth divided by compounded SYF 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…
5y analysis · Full analysis span regression · 6 months rolling