+262.4%
VST vs LUNR
+198.3%
+64.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +21.5% | -10.9% | +7.9% |
| 7D | -9.8% | -1.9% | -7.9% | -9.7% |
| 30D | -25.1% | -27.3% | +2.2% | -22.5% |
| 3M | -11.6% | -29.9% | +18.3% | -8.5% |
| 6M | -20.9% | -60.2% | +39.3% | -14.5% |
| YTD | -22.3% | -35.5% | +13.2% | -23.0% |
| 1Y | -32.0% | +9.5% | -41.5% | -37.9% |
| 3Y | +262.4% | +226.2% | +36.2% | +241.4% |
| All | +262.4% | +198.3% | +64.1% | +241.4% |
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 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