+374.5%
LUNR vs ARMK
+96.6%
+277.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +24.2% | +2.7% | +21.5% | +22.0% |
| 30D | +18.0% | -1.5% | +19.4% | +20.3% |
| 3M | -26.0% | -11.6% | -14.4% | -18.7% |
| 6M | -63.6% | +6.7% | -70.3% | -64.9% |
| YTD | -19.9% | +47.4% | -67.3% | -37.9% |
| 1Y | +50.1% | +41.5% | +8.6% | +19.6% |
| 3Y | +374.5% | +95.5% | +278.9% | +218.7% |
| All | +374.5% | +96.6% | +277.8% | +218.7% |
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