+48.7%
LUNR vs WAB
+204.2%
-155.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.3% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -15.3% | -4.1% | -11.3% | -13.7% |
| 3M | -53.2% | +8.2% | -61.3% | -55.1% |
| 6M | -22.2% | +15.4% | -37.6% | -27.3% |
| YTD | -11.6% | +33.1% | -44.7% | -22.3% |
| 1Y | +68.4% | +48.1% | +20.4% | +43.5% |
| 3Y | +216.8% | +167.7% | +49.1% | +202.4% |
| All | +48.7% | +204.2% | -155.5% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling