+374.5%
LUNR vs WAT
+82.3%
+292.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +24.2% | +0.6% | +23.6% | +24.0% |
| 30D | +18.0% | +5.4% | +12.6% | +16.4% |
| 3M | -26.0% | +11.3% | -37.3% | -28.5% |
| 6M | -63.6% | +37.4% | -101.0% | -67.5% |
| YTD | -19.9% | +21.2% | -41.1% | -26.7% |
| 1Y | +50.1% | +21.3% | +28.8% | +37.5% |
| 3Y | +374.5% | +83.4% | +291.1% | +235.3% |
| All | +374.5% | +82.3% | +292.1% | +235.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling