+51.5%
LUNR vs VICR
+10.1%
+41.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.0% | -1.5% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | -11.3% | -15.6% | +4.3% | -8.1% |
| 3M | -44.9% | -35.4% | -9.5% | -40.3% |
| 6M | -17.3% | +1.3% | -18.6% | -18.0% |
| YTD | -9.9% | +62.5% | -72.4% | -16.6% |
| 1Y | +76.1% | +255.5% | -179.3% | +46.6% |
| 3Y | +240.0% | +182.0% | +58.0% | +182.1% |
| All | +51.5% | +10.1% | +41.4% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling