+264.7%
LUNR vs ARMK
+125.3%
+139.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.4% | +4.5% | +4.9% |
| 7D | +6.5% | +1.7% | +4.8% | +5.4% |
| 30D | -4.4% | +3.1% | -7.5% | -6.2% |
| 3M | -47.3% | +9.2% | -56.5% | -50.2% |
| 6M | -11.1% | +43.7% | -54.7% | -29.7% |
| YTD | -3.4% | +57.4% | -60.8% | -28.2% |
| 1Y | +85.8% | +51.9% | +33.9% | +41.7% |
| 3Y | +264.7% | +125.4% | +139.3% | +136.6% |
| All | +264.7% | +125.3% | +139.4% | +136.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling