+34.7%
LUNR vs VFC
-68.6%
+103.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.5% | -1.2% |
| 7D | +24.2% | +1.6% | +22.5% | +23.6% |
| 30D | +18.0% | +25.5% | -7.5% | +10.2% |
| 3M | -26.0% | +41.3% | -67.3% | -33.4% |
| 6M | -63.6% | +22.2% | -85.8% | -65.9% |
| YTD | -19.9% | +16.4% | -36.3% | -24.4% |
| 1Y | +50.1% | +38.4% | +11.7% | +35.3% |
| 3Y | +374.5% | +56.2% | +318.2% | +343.3% |
| All | +34.7% | -68.6% | +103.3% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling