+216.8%
LUNR vs WY
-24.8%
+241.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -2.0% |
| 7D | -3.1% | -4.2% | +1.1% | -0.8% |
| 30D | -15.3% | -10.1% | -5.3% | -10.4% |
| 3M | -53.2% | -8.5% | -44.7% | -51.9% |
| 6M | -22.2% | -3.3% | -18.9% | -23.0% |
| YTD | -11.6% | -4.4% | -7.2% | -12.2% |
| 1Y | +68.4% | -11.5% | +79.9% | +76.3% |
| 3Y | +216.8% | -24.3% | +241.1% | +220.2% |
| All | +216.8% | -24.8% | +241.6% | +220.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling