+53.5%
LUNR vs ARMK
+119.7%
-66.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -3.6% | -2.4% | -1.2% | -3.2% |
| 30D | +5.9% | 0.0% | +5.8% | +5.9% |
| 3M | -56.0% | +6.7% | -62.6% | -56.5% |
| 6M | -20.5% | +38.8% | -59.3% | -25.0% |
| YTD | -8.7% | +55.2% | -63.9% | -15.1% |
| 1Y | +75.9% | +46.6% | +29.3% | +64.8% |
| 3Y | +202.9% | +112.9% | +90.0% | +196.0% |
| All | +53.5% | +119.7% | -66.2% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling