+48.7%
LUNR vs VYM
+69.4%
-20.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.5% |
| 7D | -3.1% | -0.8% | -2.3% | -2.4% |
| 30D | -15.3% | -2.2% | -13.1% | -13.5% |
| 3M | -53.2% | +3.1% | -56.2% | -54.6% |
| 6M | -22.2% | +9.7% | -31.9% | -28.0% |
| YTD | -11.6% | +14.9% | -26.5% | -21.0% |
| 1Y | +68.4% | +17.6% | +50.9% | +49.0% |
| 3Y | +216.8% | +65.3% | +151.5% | +176.3% |
| All | +48.7% | +69.4% | -20.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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