+62.5%
LUNR vs AVAV
+64.6%
-2.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.9% | +3.0% | +5.1% |
| 7D | +6.5% | +3.2% | +3.3% | +5.6% |
| 30D | -4.4% | -20.3% | +15.9% | +1.6% |
| 3M | -47.3% | -19.4% | -27.8% | -44.4% |
| 6M | -11.1% | -35.3% | +24.2% | -1.3% |
| YTD | -3.4% | -38.5% | +35.1% | +9.3% |
| 1Y | +85.8% | -37.2% | +123.0% | +113.0% |
| 3Y | +264.7% | +31.1% | +233.5% | +339.2% |
| All | +62.5% | +64.6% | -2.1% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling