+216.8%
LUNR vs ARES
+35.4%
+181.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.4% |
| 7D | -3.1% | -6.1% | +3.0% | +1.4% |
| 30D | -15.3% | -7.5% | -7.8% | -10.8% |
| 3M | -53.2% | +0.1% | -53.3% | -54.0% |
| 6M | -22.2% | +30.3% | -52.5% | -38.5% |
| YTD | -11.6% | -16.6% | +5.0% | +0.2% |
| 1Y | +68.4% | -26.1% | +94.5% | +111.2% |
| 3Y | +216.8% | +36.4% | +180.3% | +210.8% |
| All | +216.8% | +35.4% | +181.4% | +210.8% |
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