+54.8%
LUNR vs SYY
+21.6%
+33.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.2% | -6.9% | -5.1% |
| 7D | +0.5% | -0.2% | +0.8% | +0.6% |
| 30D | -5.3% | -2.7% | -2.6% | -4.9% |
| 3M | -45.6% | +5.9% | -51.5% | -46.4% |
| 6M | -17.4% | -2.3% | -15.0% | -17.4% |
| YTD | -7.9% | +13.1% | -21.0% | -10.3% |
| 1Y | +77.6% | +3.8% | +73.9% | +75.2% |
| 3Y | +247.4% | +26.7% | +220.7% | +228.4% |
| All | +54.8% | +21.6% | +33.2% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 all: compounded portfolio wealth divided by compounded SYY 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…
all analysis · Full analysis span regression · 6 months rolling