+605.5%
AVGO vs LUNR
+62.5%
+543.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.9% | -2.9% | +2.9% |
| 7D | -0.3% | +6.5% | -6.8% | -0.4% |
| 30D | -13.8% | -4.4% | -9.4% | -13.8% |
| 3M | -6.9% | -47.3% | +40.3% | -6.0% |
| 6M | +11.9% | -11.1% | +23.0% | +11.9% |
| YTD | +6.9% | -3.4% | +10.3% | +6.6% |
| 1Y | +7.4% | +85.8% | -78.4% | +6.2% |
| 3Y | +345.6% | +264.7% | +80.9% | +346.2% |
| All | +605.5% | +62.5% | +543.0% | +619.7% |
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