+48.7%
LUNR vs VSH
+69.5%
-20.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -8.0% | -4.9% |
| 7D | -3.1% | +4.8% | -7.9% | -5.5% |
| 30D | -15.3% | -0.7% | -14.6% | -15.0% |
| 3M | -53.2% | -43.1% | -10.1% | -40.0% |
| 6M | -22.2% | +91.8% | -114.0% | -45.0% |
| YTD | -11.6% | +131.6% | -143.2% | -42.9% |
| 1Y | +68.4% | +118.1% | -49.7% | +11.9% |
| 3Y | +216.8% | +40.9% | +175.9% | +123.3% |
| All | +48.7% | +69.5% | -20.8% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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