+216.8%
LUNR vs SHAK
-2.6%
+219.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -3.6% |
| 7D | -3.1% | -8.3% | +5.2% | +1.5% |
| 30D | -15.3% | -12.6% | -2.7% | -9.0% |
| 3M | -53.2% | +9.1% | -62.3% | -56.6% |
| 6M | -22.2% | -31.2% | +9.0% | -9.7% |
| YTD | -11.6% | -21.6% | +10.0% | -7.0% |
| 1Y | +68.4% | -38.8% | +107.2% | +108.6% |
| 3Y | +216.8% | +0.6% | +216.2% | +153.6% |
| All | +216.8% | -2.6% | +219.4% | +153.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling