+62.5%
LUNR vs WPM
+262.1%
-199.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.8% |
| 7D | +6.5% | +7.0% | -0.5% | +3.9% |
| 30D | -4.4% | +15.7% | -20.1% | -9.7% |
| 3M | -47.3% | +35.2% | -82.5% | -52.9% |
| 6M | -11.1% | +6.1% | -17.2% | -14.2% |
| YTD | -3.4% | +32.6% | -36.0% | -10.1% |
| 1Y | +85.8% | +46.9% | +38.9% | +70.1% |
| 3Y | +264.7% | +276.3% | -11.6% | +191.3% |
| All | +62.5% | +262.1% | -199.6% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling