-49.4%
VG vs LUNR
-49.1%
-0.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.0% |
| 7D | -7.7% | +12.7% | -20.4% | -10.0% |
| 30D | -8.8% | -10.5% | +1.6% | -7.9% |
| 3M | -15.6% | -25.2% | +9.5% | -13.2% |
| 6M | +5.2% | -59.2% | +64.5% | +16.1% |
| YTD | +76.9% | -27.2% | +104.1% | +55.1% |
| 1Y | +42.5% | +19.7% | +22.8% | +3.8% |
| All | -49.4% | -49.1% | -0.3% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling