+48.7%
LUNR vs VFC
-80.0%
+128.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -3.1% |
| 7D | -3.1% | -1.4% | -1.7% | -2.8% |
| 30D | -15.3% | -9.0% | -6.4% | -13.0% |
| 3M | -53.2% | -24.2% | -29.0% | -49.7% |
| 6M | -22.2% | -18.5% | -3.7% | -17.6% |
| YTD | -11.6% | -25.9% | +14.3% | -4.4% |
| 1Y | +68.4% | -13.0% | +81.4% | +73.9% |
| 3Y | +216.8% | -20.3% | +237.1% | +226.7% |
| All | +48.7% | -80.0% | +128.7% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling