+92.3%
SPOT vs LUNR
+54.8%
+37.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.7% | -1.0% |
| 7D | -6.5% | +0.5% | -7.0% | -6.5% |
| 30D | +2.2% | -5.3% | +7.5% | +2.2% |
| 3M | +5.4% | -45.6% | +51.0% | +6.1% |
| 6M | -4.0% | -17.4% | +13.4% | -4.1% |
| YTD | -9.9% | -7.9% | -2.0% | -10.3% |
| 1Y | -27.3% | +77.6% | -104.9% | -28.2% |
| 3Y | +236.4% | +247.4% | -11.0% | +234.2% |
| All | +92.3% | +54.8% | +37.5% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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