+62.5%
LUNR vs VCLT
-13.6%
+76.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +6.5% | +0.3% | +6.2% | +6.5% |
| 30D | -4.4% | -0.6% | -3.8% | -4.4% |
| 3M | -47.3% | -2.2% | -45.0% | -47.2% |
| 6M | -11.1% | -2.9% | -8.2% | -11.3% |
| YTD | -3.4% | -2.1% | -1.3% | -3.5% |
| 1Y | +85.8% | -2.6% | +88.4% | +85.5% |
| 3Y | +264.7% | +12.5% | +252.1% | +278.2% |
| All | +62.5% | -13.6% | +76.1% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling