+216.8%
LUNR vs VRSK
-26.5%
+243.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -3.1% | -5.2% | +2.1% | -4.3% |
| 30D | -15.3% | -2.3% | -13.0% | -15.6% |
| 3M | -53.2% | -2.9% | -50.2% | -53.3% |
| 6M | -22.2% | -12.8% | -9.4% | -21.2% |
| YTD | -11.6% | -20.8% | +9.2% | -9.2% |
| 1Y | +68.4% | -33.2% | +101.6% | +79.1% |
| 3Y | +216.8% | -26.6% | +243.4% | +190.8% |
| All | +216.8% | -26.5% | +243.2% | +190.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 3y: compounded portfolio wealth divided by compounded VRSK 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…
3y analysis · Full analysis span regression · 6 months rolling