+48.7%
LUNR vs WAT
+16.6%
+32.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.1% |
| 7D | -3.1% | -0.3% | -2.9% | -3.1% |
| 30D | -15.3% | -1.9% | -13.5% | -15.1% |
| 3M | -53.2% | +13.5% | -66.7% | -54.3% |
| 6M | -22.2% | +37.2% | -59.5% | -26.6% |
| YTD | -11.6% | +7.5% | -19.1% | -13.9% |
| 1Y | +68.4% | +35.0% | +33.4% | +57.7% |
| 3Y | +216.8% | +55.1% | +161.7% | +209.9% |
| All | +48.7% | +16.6% | +32.1% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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