+717.1%
VST vs LUNR
+62.5%
+654.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.9% | -4.3% | +1.5% |
| 7D | +9.9% | +6.5% | +3.4% | +9.7% |
| 30D | +7.9% | -4.4% | +12.3% | +8.0% |
| 3M | +3.4% | -47.3% | +50.7% | +4.8% |
| 6M | -4.1% | -11.1% | +7.0% | -4.4% |
| YTD | -5.7% | -3.4% | -2.3% | -6.5% |
| 1Y | -18.9% | +85.8% | -104.7% | -21.0% |
| 3Y | +359.1% | +264.7% | +94.4% | +356.5% |
| All | +717.1% | +62.5% | +654.6% | +717.4% |
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 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