+34.7%
LUNR vs ARES
+81.2%
-46.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | +24.2% | +0.5% | +23.7% | +24.0% |
| 30D | +18.0% | +19.7% | -1.7% | +9.5% |
| 3M | -26.0% | -9.0% | -17.0% | -23.7% |
| 6M | -63.6% | +11.5% | -75.1% | -65.2% |
| YTD | -19.9% | -13.8% | -6.1% | -16.5% |
| 1Y | +50.1% | -5.6% | +55.7% | +51.3% |
| 3Y | +374.5% | +36.1% | +338.3% | +411.8% |
| All | +34.7% | +81.2% | -46.5% | +52.7% |
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