+62.5%
LUNR vs WCC
+173.0%
-110.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.5% | +3.4% | +4.9% |
| 7D | +6.5% | +8.5% | -2.0% | +3.2% |
| 30D | -4.4% | -1.0% | -3.4% | -3.9% |
| 3M | -47.3% | +2.1% | -49.4% | -47.7% |
| 6M | -11.1% | +36.8% | -47.9% | -20.4% |
| YTD | -3.4% | +47.7% | -51.1% | -16.0% |
| 1Y | +85.8% | +66.5% | +19.3% | +56.3% |
| 3Y | +264.7% | +134.2% | +130.5% | +190.8% |
| All | +62.5% | +173.0% | -110.5% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling