+54.8%
LUNR vs VIVK
-100.0%
+154.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.3% | +1.6% | -4.2% |
| 7D | +0.5% | -7.9% | +8.4% | +1.2% |
| 30D | -5.3% | -42.0% | +36.6% | -1.2% |
| 3M | -45.6% | -92.5% | +46.9% | -36.1% |
| 6M | -17.4% | -98.0% | +80.6% | +4.8% |
| YTD | -7.9% | -97.9% | +90.0% | +10.4% |
| 1Y | +77.6% | -100.0% | +177.6% | +189.9% |
| 3Y | +247.4% | -100.0% | +347.4% | +425.2% |
| All | +54.8% | -100.0% | +154.8% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling