+71.5%
SHEL vs LUNR
+228.4%
-156.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +0.9% |
| 7D | +4.1% | -3.1% | +7.2% | +4.2% |
| 30D | +8.4% | -15.3% | +23.7% | +8.7% |
| 3M | +13.7% | -53.2% | +66.9% | +15.1% |
| 6M | +12.7% | -22.2% | +34.9% | +12.5% |
| YTD | +35.3% | -11.6% | +46.9% | +34.4% |
| 1Y | +39.4% | +68.4% | -29.1% | +36.6% |
| 3Y | +71.5% | +216.8% | -145.3% | +68.2% |
| All | +71.5% | +228.4% | -156.9% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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