+205.9%
WELL vs LUNR
+48.7%
+157.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | -0.2% | -3.1% | +2.9% | -0.2% |
| 30D | +2.3% | -15.3% | +17.7% | +2.4% |
| 3M | +12.3% | -53.2% | +65.4% | +12.8% |
| 6M | +15.6% | -22.2% | +37.8% | +15.4% |
| YTD | +28.3% | -11.6% | +39.9% | +27.9% |
| 1Y | +41.9% | +68.4% | -26.5% | +40.5% |
| 3Y | +198.3% | +216.8% | -18.4% | +191.8% |
| All | +205.9% | +48.7% | +157.1% | +196.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling