+292.2%
VIAV vs LUNR
+228.4%
+63.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.5% | +3.8% |
| 7D | +11.2% | -3.1% | +14.3% | +11.5% |
| 30D | -10.1% | -15.3% | +5.2% | -8.7% |
| 3M | -22.9% | -53.2% | +30.3% | -18.7% |
| 6M | +28.8% | -22.2% | +51.0% | +29.8% |
| YTD | +117.5% | -11.6% | +129.0% | +115.4% |
| 1Y | +216.1% | +68.4% | +147.6% | +199.0% |
| 3Y | +292.2% | +216.8% | +75.4% | +225.5% |
| All | +292.2% | +228.4% | +63.8% | +225.5% |
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