In the Query Tool on the Analyze page, the "Last month" period only displays up to the number of days available in the current month. If it's June (which has 30 days), it will only show up to May 30th (despite May having 31 days). Same thing happens when it's November (which has 30 days) and looking at October (which has 31 days). When it's February (which has 28 days), the "Last month" filter only displays January until the 28th.