+74.5%
SPY vs LUNR
+62.5%
+12.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.9% | -6.4% | -0.6% |
| 7D | +0.5% | +6.5% | -6.0% | +0.5% |
| 30D | -0.9% | -4.4% | +3.4% | -0.9% |
| 3M | +3.9% | -47.3% | +51.2% | +4.4% |
| 6M | +14.5% | -11.1% | +25.6% | +14.4% |
| YTD | +12.9% | -3.4% | +16.3% | +12.6% |
| 1Y | +19.4% | +85.8% | -66.4% | +18.3% |
| 3Y | +78.5% | +264.7% | -186.2% | +77.5% |
| All | +74.5% | +62.5% | +12.0% | +76.4% |
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