+48.7%
LUNR vs WWD
+203.9%
-155.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.4% |
| 7D | -3.1% | -2.6% | -0.5% | -2.1% |
| 30D | -15.3% | -6.9% | -8.4% | -12.8% |
| 3M | -53.2% | -13.0% | -40.1% | -50.7% |
| 6M | -22.2% | -12.5% | -9.8% | -18.9% |
| YTD | -11.6% | +11.8% | -23.4% | -16.1% |
| 1Y | +68.4% | +41.1% | +27.4% | +49.6% |
| 3Y | +216.8% | +163.1% | +53.7% | +176.9% |
| All | +48.7% | +203.9% | -155.2% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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