+34.7%
LUNR vs ARWR
-25.0%
+59.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.5% |
| 7D | +24.2% | -17.8% | +42.0% | +28.1% |
| 30D | +18.0% | -18.1% | +36.1% | +22.0% |
| 3M | -26.0% | -44.2% | +18.2% | -17.4% |
| 6M | -63.6% | -38.6% | -24.9% | -60.3% |
| YTD | -19.9% | -28.0% | +8.1% | -16.0% |
| 1Y | +50.1% | +16.1% | +34.0% | +43.9% |
| 3Y | +374.5% | +84.0% | +290.5% | +289.0% |
| All | +34.7% | -25.0% | +59.7% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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