+183.3%
LUNR vs VIK
+221.3%
-37.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.0% |
| 7D | -0.5% | -1.8% | +1.3% | +1.3% |
| 30D | -11.3% | -17.3% | +6.0% | +4.2% |
| 3M | -44.9% | -5.1% | -39.9% | -43.0% |
| 6M | -17.3% | +16.2% | -33.5% | -30.7% |
| YTD | -9.9% | +17.6% | -27.6% | -27.7% |
| 1Y | +76.1% | +33.5% | +42.6% | +25.1% |
| All | +183.3% | +221.3% | -37.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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