+48.7%
LUNR vs ARMK
+126.5%
-77.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -2.5% |
| 7D | -3.1% | +3.1% | -6.2% | -3.7% |
| 30D | -15.3% | -2.8% | -12.5% | -14.8% |
| 3M | -53.2% | +7.6% | -60.8% | -53.8% |
| 6M | -22.2% | +47.9% | -70.1% | -27.4% |
| YTD | -11.6% | +60.0% | -71.6% | -18.3% |
| 1Y | +68.4% | +52.2% | +16.2% | +56.7% |
| 3Y | +216.8% | +131.4% | +85.4% | +213.0% |
| All | +48.7% | +126.5% | -77.8% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling