-51.4%
VG vs LUNR
-54.9%
+3.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +21.5% | -21.4% | -3.5% |
| 7D | -22.0% | -1.9% | -20.2% | -22.0% |
| 30D | -11.6% | -27.3% | +15.7% | -7.6% |
| 3M | -14.9% | -29.9% | +15.0% | -11.6% |
| 6M | -3.5% | -60.2% | +56.7% | +5.8% |
| YTD | +70.0% | -35.5% | +105.5% | +52.3% |
| 1Y | +50.0% | +9.5% | +40.5% | +10.5% |
| All | -51.4% | -54.9% | +3.5% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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