+68.4%
VUG vs LUNR
+48.7%
+19.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.8% | +1.0% |
| 7D | -0.5% | -3.1% | +2.6% | -0.4% |
| 30D | -1.0% | -15.3% | +14.4% | -0.8% |
| 3M | +3.5% | -53.2% | +56.7% | +4.4% |
| 6M | +14.2% | -22.2% | +36.4% | +14.3% |
| YTD | +8.5% | -11.6% | +20.1% | +8.3% |
| 1Y | +12.9% | +68.4% | -55.6% | +11.9% |
| 3Y | +85.6% | +216.8% | -131.1% | +84.7% |
| All | +68.4% | +48.7% | +19.7% | +70.7% |
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