+68.4%
LUNR vs VFC
-10.6%
+79.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -3.9% |
| 7D | -3.1% | -1.4% | -1.7% | -2.5% |
| 30D | -15.3% | -9.0% | -6.4% | -11.6% |
| 3M | -53.2% | -24.2% | -29.0% | -47.4% |
| 6M | -22.2% | -18.5% | -3.7% | -14.9% |
| YTD | -11.6% | -25.9% | +14.3% | -0.7% |
| 1Y | +68.4% | -13.0% | +81.4% | +71.5% |
| All | +68.4% | -10.6% | +79.0% | +71.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling