+54.8%
LUNR vs VEEV
-18.8%
+73.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -4.6% |
| 7D | +0.5% | -7.1% | +7.6% | +1.3% |
| 30D | -5.3% | +11.1% | -16.4% | -6.6% |
| 3M | -45.6% | +55.5% | -101.1% | -48.5% |
| 6M | -17.4% | +33.4% | -50.7% | -20.3% |
| YTD | -7.9% | +16.8% | -24.8% | -10.0% |
| 1Y | +77.6% | -7.7% | +85.4% | +78.2% |
| 3Y | +247.4% | +18.4% | +229.1% | +235.9% |
| All | +54.8% | -18.8% | +73.6% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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