+34.7%
LUNR vs ARMK
+108.7%
-74.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +24.2% | +2.7% | +21.5% | +23.4% |
| 30D | +18.0% | -1.5% | +19.4% | +18.8% |
| 3M | -26.0% | -11.6% | -14.4% | -23.8% |
| 6M | -63.6% | +6.7% | -70.3% | -63.8% |
| YTD | -19.9% | +47.4% | -67.3% | -24.4% |
| 1Y | +50.1% | +41.5% | +8.6% | +42.3% |
| 3Y | +374.5% | +95.5% | +278.9% | +366.3% |
| All | +34.7% | +108.7% | -74.0% | +36.3% |
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