+32.1%
VZ vs LUNR
+62.5%
-30.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.3% | +0.6% |
| 7D | +0.2% | +6.5% | -6.3% | +0.3% |
| 30D | +7.1% | -4.4% | +11.5% | +7.1% |
| 3M | +12.8% | -47.3% | +60.1% | +12.6% |
| 6M | +1.8% | -11.1% | +12.9% | +1.9% |
| YTD | +30.0% | -3.4% | +33.4% | +30.2% |
| 1Y | +24.3% | +85.8% | -61.5% | +24.9% |
| 3Y | +84.3% | +264.7% | -180.4% | +85.4% |
| All | +32.1% | +62.5% | -30.4% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling