+607.6%
VST vs LUNR
+22.4%
+585.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -2.0% |
| 7D | -6.0% | +12.7% | -18.7% | -6.4% |
| 30D | -18.8% | -10.5% | -8.3% | -18.6% |
| 3M | -8.0% | -25.2% | +17.1% | -7.5% |
| 6M | -10.9% | -59.2% | +48.3% | -9.3% |
| YTD | -18.3% | -27.2% | +8.9% | -18.5% |
| 1Y | -29.9% | +19.7% | -49.6% | -31.0% |
| 3Y | +290.3% | +314.4% | -24.1% | +292.2% |
| All | +607.6% | +22.4% | +585.2% | +612.3% |
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