+193.0%
ARM vs LUNR
+182.0%
+11.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +15.0% | -8.3% | +4.5% |
| 7D | -5.3% | +22.1% | -27.4% | -8.1% |
| 30D | -30.0% | -8.7% | -21.3% | -29.3% |
| 3M | -34.1% | -26.6% | -7.5% | -31.6% |
| 6M | -12.6% | -58.4% | +45.8% | -4.7% |
| YTD | +70.4% | -25.8% | +96.2% | +71.1% |
| 1Y | +22.3% | +25.5% | -3.3% | +15.2% |
| 3Y | +261.2% | +300.0% | -38.8% | +184.4% |
| All | +193.0% | +182.0% | +11.0% | +140.0% |
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