+26.2%
LUNR vs AVAV
+37.6%
-11.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.9% |
| 7D | +22.7% | +9.9% | +12.8% | +20.0% |
| 30D | -5.3% | -5.4% | +0.1% | -3.1% |
| 3M | -26.1% | -36.5% | +10.4% | -15.8% |
| 6M | -62.4% | -25.3% | -37.2% | -58.8% |
| YTD | -25.0% | -48.6% | +23.6% | -10.1% |
| 1Y | +29.0% | -62.1% | +91.1% | +59.6% |
| 3Y | +327.4% | +2.3% | +325.1% | +438.0% |
| All | +26.2% | +37.6% | -11.4% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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