+48.7%
LUNR vs SHAK
-25.0%
+73.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -2.9% |
| 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% | -55.0% |
| 6M | -22.2% | -31.2% | +9.0% | -14.8% |
| YTD | -11.6% | -21.6% | +10.0% | -7.4% |
| 1Y | +68.4% | -38.8% | +107.2% | +90.9% |
| 3Y | +216.8% | +0.6% | +216.2% | +244.5% |
| All | +48.7% | -25.0% | +73.7% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling