+48.7%
LUNR vs WING
-25.7%
+74.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.0% | -7.8% | -3.2% |
| 7D | -3.1% | +7.2% | -10.3% | -4.7% |
| 30D | -15.3% | +4.8% | -20.1% | -16.6% |
| 3M | -53.2% | -23.7% | -29.5% | -50.8% |
| 6M | -22.2% | -43.6% | +21.4% | -12.9% |
| YTD | -11.6% | -50.6% | +39.0% | +2.3% |
| 1Y | +68.4% | -57.0% | +125.5% | +99.6% |
| 3Y | +216.8% | -28.3% | +245.0% | +228.0% |
| All | +48.7% | -25.7% | +74.4% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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