+68.6%
VUG vs LUNR
+62.5%
+6.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.2% | -0.5% |
| 7D | +0.9% | +6.5% | -5.7% | +0.8% |
| 30D | -1.4% | -4.4% | +3.0% | -1.4% |
| 3M | +2.3% | -47.3% | +49.6% | +3.0% |
| 6M | +15.7% | -11.1% | +26.7% | +15.6% |
| YTD | +8.6% | -3.4% | +12.0% | +8.3% |
| 1Y | +14.1% | +85.8% | -71.7% | +12.9% |
| 3Y | +87.9% | +264.7% | -176.8% | +86.8% |
| All | +68.6% | +62.5% | +6.1% | +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 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