+48.7%
LUNR vs VRSK
-17.9%
+66.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -3.1% | -5.2% | +2.1% | -4.2% |
| 30D | -15.3% | -2.3% | -13.0% | -15.6% |
| 3M | -53.2% | -2.9% | -50.2% | -53.2% |
| 6M | -22.2% | -12.8% | -9.4% | -22.0% |
| YTD | -11.6% | -20.8% | +9.2% | -11.6% |
| 1Y | +68.4% | -33.2% | +101.6% | +68.0% |
| 3Y | +216.8% | -26.6% | +243.4% | +214.8% |
| All | +48.7% | -17.9% | +66.6% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling