+151.1%
SHEL vs LUNR
+54.8%
+96.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +0.3% |
| 7D | +3.0% | +0.5% | +2.5% | +3.0% |
| 30D | +7.2% | -5.3% | +12.5% | +7.2% |
| 3M | +12.9% | -45.6% | +58.5% | +13.0% |
| 6M | +13.7% | -17.4% | +31.1% | +13.7% |
| YTD | +33.7% | -7.9% | +41.6% | +33.6% |
| 1Y | +37.9% | +77.6% | -39.8% | +37.7% |
| 3Y | +70.2% | +247.4% | -177.2% | +71.5% |
| All | +151.1% | +54.8% | +96.2% | +157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling