+35.0%
LUNR vs ARWR
-26.0%
+61.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.5% | +11.5% | +7.9% |
| 7D | +51.2% | -17.9% | +69.1% | +56.0% |
| 30D | +7.0% | -18.9% | +25.9% | +10.8% |
| 3M | -23.1% | -46.0% | +22.8% | -13.7% |
| 6M | -59.4% | -40.3% | -19.0% | -55.6% |
| YTD | -19.7% | -29.0% | +9.3% | -15.5% |
| 1Y | +39.5% | +13.8% | +25.7% | +34.3% |
| 3Y | +357.2% | +74.9% | +282.3% | +275.0% |
| All | +35.0% | -26.0% | +61.0% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling