+590.7%
AVGO vs LUNR
+51.5%
+539.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.9% |
| 7D | +1.0% | -0.5% | +1.6% | +1.0% |
| 30D | -13.3% | -11.3% | -2.0% | -13.1% |
| 3M | -2.9% | -44.9% | +42.0% | -1.9% |
| 6M | +5.7% | -17.3% | +23.0% | +5.9% |
| YTD | +4.6% | -9.9% | +14.6% | +4.5% |
| 1Y | -1.6% | +76.1% | -77.8% | -2.7% |
| 3Y | +336.2% | +240.0% | +96.2% | +337.4% |
| All | +590.7% | +51.5% | +539.2% | +605.6% |
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