+214.2%
ARM vs LUNR
+205.2%
+9.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.0% | -8.7% | -2.8% |
| 7D | +19.8% | +51.2% | -31.3% | +12.6% |
| 30D | -21.8% | +7.0% | -28.8% | -22.7% |
| 3M | -26.5% | -23.1% | -3.4% | -24.3% |
| 6M | -3.9% | -59.4% | +55.5% | +4.8% |
| YTD | +82.8% | -19.7% | +102.5% | +81.4% |
| 1Y | +34.3% | +39.5% | -5.2% | +24.8% |
| 3Y | +282.2% | +357.2% | -75.0% | +196.6% |
| All | +214.2% | +205.2% | +9.0% | +154.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling