+62.5%
LUNR vs ARES
+84.6%
-22.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.1% | +7.0% | +6.3% |
| 7D | +6.5% | -0.3% | +6.9% | +6.6% |
| 30D | -4.4% | +1.3% | -5.7% | -5.1% |
| 3M | -47.3% | +10.4% | -57.6% | -49.5% |
| 6M | -11.1% | +29.0% | -40.1% | -19.9% |
| YTD | -3.4% | -12.2% | +8.8% | +0.2% |
| 1Y | +85.8% | -18.4% | +104.2% | +97.2% |
| 3Y | +264.7% | +43.2% | +221.5% | +293.0% |
| All | +62.5% | +84.6% | -22.1% | +83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling