+51.5%
LUNR vs VMC
+28.6%
+22.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -0.5% | -3.7% | +3.2% | -0.1% |
| 30D | -11.3% | -12.8% | +1.5% | -9.8% |
| 3M | -44.9% | -7.9% | -37.0% | -44.6% |
| 6M | -17.3% | -7.5% | -9.8% | -17.1% |
| YTD | -9.9% | -11.6% | +1.7% | -8.7% |
| 1Y | +76.1% | -14.3% | +90.4% | +79.2% |
| 3Y | +240.0% | +18.5% | +221.5% | +269.5% |
| All | +51.5% | +28.6% | +22.9% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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