+53.5%
LUNR vs AVAV
+60.0%
-6.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.2% |
| 7D | -3.6% | -2.2% | -1.4% | -3.0% |
| 30D | +5.9% | -13.9% | +19.8% | +10.3% |
| 3M | -56.0% | -29.2% | -26.7% | -52.0% |
| 6M | -20.5% | -36.1% | +15.7% | -11.4% |
| YTD | -8.7% | -40.2% | +31.5% | +4.0% |
| 1Y | +75.9% | -36.2% | +112.1% | +102.5% |
| 3Y | +202.9% | +47.5% | +155.3% | +279.3% |
| All | +53.5% | +60.0% | -6.5% | +99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling