+142.1%
WBD vs LUNR
+228.4%
-86.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | -0.4% |
| 7D | -0.7% | -3.1% | +2.4% | -0.5% |
| 30D | +1.4% | -15.3% | +16.7% | +2.5% |
| 3M | +4.4% | -53.2% | +57.6% | +9.8% |
| 6M | +0.8% | -22.2% | +23.0% | +0.1% |
| YTD | -2.7% | -11.6% | +8.9% | -5.8% |
| 1Y | +73.4% | +68.4% | +5.0% | +56.1% |
| 3Y | +142.1% | +216.8% | -74.6% | +92.2% |
| All | +142.1% | +228.4% | -86.2% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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