+51.5%
LUNR vs WY
-29.7%
+81.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.5% | -1.5% |
| 7D | -0.5% | -3.7% | +3.1% | +0.3% |
| 30D | -11.3% | -11.3% | 0.0% | -8.8% |
| 3M | -44.9% | -8.1% | -36.8% | -44.3% |
| 6M | -17.3% | -7.4% | -9.9% | -16.5% |
| YTD | -9.9% | -4.7% | -5.2% | -9.7% |
| 1Y | +76.1% | -9.2% | +85.3% | +78.4% |
| 3Y | +240.0% | -24.7% | +264.7% | +253.9% |
| All | +51.5% | -29.7% | +81.2% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling