+51.5%
LUNR vs SHAK
-27.3%
+78.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | -0.1% | -1.5% |
| 7D | -0.5% | -11.0% | +10.4% | +3.2% |
| 30D | -11.3% | -14.0% | +2.7% | -6.9% |
| 3M | -44.9% | +13.3% | -58.2% | -47.6% |
| 6M | -17.3% | -35.3% | +18.0% | -7.6% |
| YTD | -9.9% | -24.0% | +14.1% | -4.7% |
| 1Y | +76.1% | -36.7% | +112.8% | +97.5% |
| 3Y | +240.0% | -5.4% | +245.4% | +273.0% |
| All | +51.5% | -27.3% | +78.8% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling