+48.7%
LUNR vs WPM
+259.8%
-211.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.6% |
| 7D | -3.1% | -0.6% | -2.6% | -3.0% |
| 30D | -15.3% | +14.4% | -29.8% | -19.7% |
| 3M | -53.2% | +37.0% | -90.1% | -58.5% |
| 6M | -22.2% | +4.1% | -26.3% | -24.6% |
| YTD | -11.6% | +31.7% | -43.3% | -17.5% |
| 1Y | +68.4% | +44.2% | +24.3% | +54.8% |
| 3Y | +216.8% | +265.5% | -48.7% | +153.1% |
| All | +48.7% | +259.8% | -211.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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