+48.7%
LUNR vs VO
+33.9%
+14.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.6% |
| 7D | -3.1% | -1.5% | -1.6% | -1.7% |
| 30D | -15.3% | -3.0% | -12.3% | -12.7% |
| 3M | -53.2% | +2.8% | -56.0% | -54.3% |
| 6M | -22.2% | +10.9% | -33.2% | -28.1% |
| YTD | -11.6% | +12.5% | -24.0% | -18.8% |
| 1Y | +68.4% | +12.0% | +56.5% | +56.8% |
| 3Y | +216.8% | +56.3% | +160.5% | +182.6% |
| All | +48.7% | +33.9% | +14.8% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling