+48.7%
LUNR vs VICR
+22.4%
+26.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.2% | -13.0% | -4.1% |
| 7D | -3.1% | +5.0% | -8.1% | -4.2% |
| 30D | -15.3% | -12.5% | -2.9% | -13.1% |
| 3M | -53.2% | -33.6% | -19.6% | -49.8% |
| 6M | -22.2% | +10.7% | -32.9% | -24.4% |
| YTD | -11.6% | +80.6% | -92.2% | -20.0% |
| 1Y | +68.4% | +288.4% | -219.9% | +37.3% |
| 3Y | +216.8% | +213.8% | +3.0% | +156.9% |
| All | +48.7% | +22.4% | +26.3% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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