+30.4%
VZ vs LUNR
+54.8%
-24.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -1.4% |
| 7D | -1.0% | +0.5% | -1.5% | -1.0% |
| 30D | +5.8% | -5.3% | +11.1% | +5.7% |
| 3M | +10.5% | -45.6% | +56.1% | +10.2% |
| 6M | +1.8% | -17.4% | +19.1% | +1.8% |
| YTD | +28.3% | -7.9% | +36.2% | +28.5% |
| 1Y | +22.0% | +77.6% | -55.7% | +22.5% |
| 3Y | +81.8% | +247.4% | -165.6% | +82.9% |
| All | +30.4% | +54.8% | -24.5% | +38.1% |
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