+68.4%
LUNR vs SHAK
-34.9%
+103.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -2.8% |
| 7D | -3.1% | -8.3% | +5.2% | -0.5% |
| 30D | -15.3% | -12.6% | -2.7% | -11.7% |
| 3M | -53.2% | +9.1% | -62.3% | -55.1% |
| 6M | -22.2% | -31.2% | +9.0% | -14.2% |
| YTD | -11.6% | -21.6% | +10.0% | -8.5% |
| 1Y | +68.4% | -38.8% | +107.2% | +112.8% |
| All | +68.4% | -34.9% | +103.3% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling