-38.0%
VG vs LUNR
-32.4%
-5.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.9% | -3.7% | +1.1% |
| 7D | -2.5% | +6.5% | -9.0% | -3.6% |
| 30D | +11.1% | -4.4% | +15.5% | +11.3% |
| 3M | +14.9% | -47.3% | +62.1% | +26.9% |
| 6M | +18.4% | -11.1% | +29.4% | +7.0% |
| YTD | +116.6% | -3.4% | +120.0% | +83.8% |
| 1Y | +9.4% | +85.8% | -76.4% | -28.5% |
| All | -38.0% | -32.4% | -5.6% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling