+72.7%
SPY vs LUNR
+51.5%
+21.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.6% |
| 7D | -2.0% | -0.5% | -1.4% | -2.0% |
| 30D | -1.7% | -11.3% | +9.6% | -1.5% |
| 3M | +4.7% | -44.9% | +49.6% | +5.3% |
| 6M | +12.5% | -17.3% | +29.8% | +12.5% |
| YTD | +11.7% | -9.9% | +21.6% | +11.5% |
| 1Y | +17.5% | +76.1% | -58.7% | +16.6% |
| 3Y | +76.6% | +240.0% | -163.4% | +75.7% |
| All | +72.7% | +51.5% | +21.1% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling