+704.1%
VST vs LUNR
+53.5%
+650.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.5% |
| 7D | +8.9% | -3.6% | +12.6% | +9.0% |
| 30D | +6.2% | +5.9% | +0.3% | +6.0% |
| 3M | -2.7% | -56.0% | +53.2% | -1.0% |
| 6M | -8.4% | -20.5% | +12.1% | -8.4% |
| YTD | -7.2% | -8.7% | +1.5% | -7.8% |
| 1Y | -20.9% | +75.9% | -96.8% | -22.8% |
| 3Y | +384.0% | +202.9% | +181.1% | +381.3% |
| All | +704.1% | +53.5% | +650.6% | +705.6% |
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