-39.3%
VG vs LUNR
-36.1%
-3.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.5% |
| 7D | +1.7% | -3.6% | +5.3% | +2.3% |
| 30D | +16.0% | +5.9% | +10.1% | +14.0% |
| 3M | +9.7% | -56.0% | +65.7% | +25.2% |
| 6M | +29.6% | -20.5% | +50.0% | +20.0% |
| YTD | +112.0% | -8.7% | +120.8% | +81.7% |
| 1Y | +12.8% | +75.9% | -63.1% | -25.6% |
| All | -39.3% | -36.1% | -3.2% | -33.4% |
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