+51.5%
LUNR vs VFC
-80.8%
+132.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -1.7% |
| 7D | -0.5% | -3.3% | +2.7% | +0.4% |
| 30D | -11.3% | -14.0% | +2.7% | -7.3% |
| 3M | -44.9% | -22.6% | -22.3% | -41.0% |
| 6M | -17.3% | -24.7% | +7.4% | -10.4% |
| YTD | -9.9% | -29.0% | +19.0% | -1.3% |
| 1Y | +76.1% | -13.8% | +89.9% | +82.7% |
| 3Y | +240.0% | -28.2% | +268.2% | +250.8% |
| All | +51.5% | -80.8% | +132.3% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling