+137.9%
WMT vs LUNR
+51.5%
+86.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | -2.5% | -0.5% | -1.9% | -2.5% |
| 30D | -6.4% | -11.3% | +4.9% | -6.4% |
| 3M | -12.1% | -44.9% | +32.8% | -12.0% |
| 6M | -15.0% | -17.3% | +2.3% | -15.0% |
| YTD | -4.5% | -9.9% | +5.4% | -4.6% |
| 1Y | +6.2% | +76.1% | -70.0% | +5.8% |
| 3Y | +99.9% | +240.0% | -140.1% | +99.9% |
| All | +137.9% | +51.5% | +86.4% | +138.8% |
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