+311.3%
ARM vs LUNR
+267.2%
+44.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.9% | -2.1% | +3.0% |
| 7D | +11.4% | +6.5% | +4.9% | +10.5% |
| 30D | -7.4% | -4.4% | -3.1% | -7.0% |
| 3M | -24.5% | -47.3% | +22.8% | -19.4% |
| 6M | +128.7% | -11.1% | +139.7% | +127.4% |
| YTD | +139.3% | -3.4% | +142.6% | +132.4% |
| 1Y | +88.0% | +85.8% | +2.2% | +68.7% |
| All | +311.3% | +267.2% | +44.1% | +226.0% |
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