+1.2%
WBD vs LUNR
+54.8%
-53.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | -0.6% |
| 7D | -1.7% | +0.5% | -2.2% | -1.7% |
| 30D | +3.9% | -5.3% | +9.2% | +4.0% |
| 3M | +5.1% | -45.6% | +50.7% | +6.4% |
| 6M | +0.6% | -17.4% | +17.9% | +0.3% |
| YTD | -3.2% | -7.9% | +4.8% | -4.0% |
| 1Y | +127.7% | +77.6% | +50.0% | +121.2% |
| 3Y | +146.6% | +247.4% | -100.9% | +135.4% |
| All | +1.2% | +54.8% | -53.7% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling