+54.8%
LUNR vs VCLT
-13.7%
+68.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.7% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -5.3% | +0.1% | -5.4% | -5.3% |
| 3M | -45.6% | -2.9% | -42.7% | -45.6% |
| 6M | -17.4% | -4.0% | -13.4% | -17.7% |
| YTD | -7.9% | -2.2% | -5.7% | -8.0% |
| 1Y | +77.6% | -2.6% | +80.2% | +77.4% |
| 3Y | +247.4% | +12.3% | +235.2% | +260.4% |
| All | +54.8% | -13.7% | +68.6% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded VCLT 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling