+141.1%
WMT vs LUNR
+48.7%
+92.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.2% | +1.3% |
| 7D | 0.0% | -3.1% | +3.1% | 0.0% |
| 30D | -7.4% | -15.3% | +7.9% | -7.4% |
| 3M | -10.9% | -53.2% | +42.3% | -10.8% |
| 6M | -12.7% | -22.2% | +9.5% | -12.7% |
| YTD | -3.2% | -11.6% | +8.4% | -3.3% |
| 1Y | +5.3% | +68.4% | -63.2% | +4.9% |
| 3Y | +101.9% | +216.8% | -114.9% | +101.8% |
| All | +141.1% | +48.7% | +92.4% | +142.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling