+374.5%
LUNR vs ARES
+37.5%
+336.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.9% |
| 7D | +24.2% | +0.5% | +23.7% | +23.8% |
| 30D | +18.0% | +19.7% | -1.7% | +2.2% |
| 3M | -26.0% | -9.0% | -17.0% | -21.6% |
| 6M | -63.6% | +11.5% | -75.1% | -67.1% |
| YTD | -19.9% | -13.8% | -6.1% | -11.7% |
| 1Y | +50.1% | -5.6% | +55.7% | +51.2% |
| 3Y | +374.5% | +36.1% | +338.3% | +419.4% |
| All | +374.5% | +37.5% | +336.9% | +419.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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