+229.8%
LUNR vs VFC
-27.2%
+257.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.5% | -3.7% |
| 7D | +0.5% | -2.3% | +2.9% | +1.6% |
| 30D | -5.3% | -13.4% | +8.0% | +0.8% |
| 3M | -45.6% | -23.7% | -21.9% | -39.5% |
| 6M | -17.4% | -24.5% | +7.1% | -7.2% |
| YTD | -7.9% | -27.8% | +19.9% | +4.5% |
| 1Y | +77.6% | -13.5% | +91.1% | +84.5% |
| All | +229.8% | -27.2% | +257.0% | +234.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling