+54.8%
LUNR vs WU
-40.6%
+95.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.9% | -4.6% |
| 7D | +0.5% | -4.9% | +5.5% | +1.1% |
| 30D | -5.3% | -1.3% | -4.0% | -5.3% |
| 3M | -45.6% | -3.6% | -42.0% | -45.9% |
| 6M | -17.4% | -24.3% | +7.0% | -14.7% |
| YTD | -7.9% | -21.1% | +13.1% | -6.0% |
| 1Y | +77.6% | -10.3% | +88.0% | +76.6% |
| 3Y | +247.4% | -28.4% | +275.8% | +250.5% |
| All | +54.8% | -40.6% | +95.4% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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