+198.7%
WELL vs LUNR
+241.9%
-43.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.2% | -0.5% |
| 7D | -1.1% | +0.5% | -1.7% | -1.1% |
| 30D | +0.7% | -5.3% | +6.1% | +0.8% |
| 3M | +14.5% | -45.6% | +60.1% | +15.3% |
| 6M | +14.4% | -17.4% | +31.8% | +13.8% |
| YTD | +28.5% | -7.9% | +36.4% | +27.2% |
| 1Y | +41.8% | +77.6% | -35.9% | +37.9% |
| All | +198.7% | +241.9% | -43.2% | +184.9% |
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