+48.7%
LUNR vs VIVK
-100.0%
+148.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.4% | +5.5% | -1.2% |
| 7D | -3.1% | -4.4% | +1.3% | -2.7% |
| 30D | -15.3% | -40.8% | +25.5% | -11.8% |
| 3M | -53.2% | -94.1% | +41.0% | -43.6% |
| 6M | -22.2% | -98.2% | +76.0% | -0.5% |
| YTD | -11.6% | -98.0% | +86.4% | +6.5% |
| 1Y | +68.4% | -100.0% | +168.4% | +172.9% |
| 3Y | +216.8% | -100.0% | +316.8% | +380.7% |
| All | +48.7% | -100.0% | +148.7% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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