+174.6%
ARM vs LUNR
+145.2%
+29.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +21.5% | -16.7% | +1.7% |
| 7D | -15.2% | -1.9% | -13.3% | -15.1% |
| 30D | -40.7% | -27.3% | -13.3% | -38.1% |
| 3M | -39.1% | -29.9% | -9.2% | -36.2% |
| 6M | -26.4% | -60.2% | +33.8% | -19.0% |
| YTD | +59.7% | -35.5% | +95.2% | +63.7% |
| 1Y | +10.3% | +9.5% | +0.8% | +6.1% |
| 3Y | +228.9% | +226.2% | +2.7% | +165.3% |
| All | +174.6% | +145.2% | +29.4% | +129.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling