+54.8%
LUNR vs AVAV
+55.8%
-0.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.4% | +0.6% | -3.2% |
| 7D | +0.5% | -3.2% | +3.7% | +1.5% |
| 30D | -5.3% | -25.6% | +20.2% | +2.5% |
| 3M | -45.6% | -20.2% | -25.4% | -42.4% |
| 6M | -17.4% | -38.1% | +20.7% | -7.1% |
| YTD | -7.9% | -41.8% | +33.8% | +5.8% |
| 1Y | +77.6% | -39.0% | +116.7% | +106.5% |
| 3Y | +247.4% | +24.1% | +223.4% | +324.9% |
| All | +54.8% | +55.8% | -0.9% | +102.6% |
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