+512.7%
VLO vs LUNR
+48.7%
+464.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.3% |
| 7D | +5.3% | -3.1% | +8.4% | +5.3% |
| 30D | +18.2% | -15.3% | +33.6% | +18.3% |
| 3M | +53.3% | -53.2% | +106.5% | +53.6% |
| 6M | +70.4% | -22.2% | +92.7% | +70.4% |
| YTD | +143.4% | -11.6% | +155.0% | +143.2% |
| 1Y | +153.0% | +68.4% | +84.6% | +152.6% |
| 3Y | +195.0% | +216.8% | -21.8% | +198.4% |
| All | +512.7% | +48.7% | +464.0% | +545.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling