+48.7%
LUNR vs WCC
+170.5%
-121.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.6% | -3.3% |
| 7D | -3.1% | +1.5% | -4.6% | -3.7% |
| 30D | -15.3% | -2.1% | -13.2% | -14.5% |
| 3M | -53.2% | +3.8% | -57.0% | -53.9% |
| 6M | -22.2% | +35.0% | -57.2% | -30.1% |
| YTD | -11.6% | +46.4% | -57.9% | -22.9% |
| 1Y | +68.4% | +63.0% | +5.4% | +42.7% |
| 3Y | +216.8% | +133.9% | +82.8% | +153.6% |
| All | +48.7% | +170.5% | -121.7% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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