+129.8%
AXON vs LUNR
+241.9%
-112.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.7% | +1.7% | -2.7% |
| 7D | -3.3% | +0.5% | -3.9% | -3.4% |
| 30D | -17.8% | -5.3% | -12.5% | -17.6% |
| 3M | +8.3% | -45.6% | +53.9% | +12.7% |
| 6M | -12.4% | -17.4% | +5.0% | -13.1% |
| YTD | -13.7% | -7.9% | -5.8% | -16.2% |
| 1Y | -33.1% | +77.6% | -110.7% | -38.6% |
| All | +129.8% | +241.9% | -112.0% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling