-4.9%
SHOP vs LUNR
-9.9%
+4.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -5.2% | +12.6% | +7.8% |
| 7D | -9.0% | -14.3% | +5.3% | -7.9% |
| 30D | -4.4% | -30.5% | +26.1% | -1.6% |
| 3M | +24.1% | -28.9% | +53.0% | +27.0% |
| 6M | +20.0% | -60.8% | +80.8% | +26.4% |
| YTD | -4.9% | -38.8% | +33.9% | -7.1% |
| 1Y | -4.9% | -4.5% | -0.4% | -14.9% |
| All | -4.9% | -9.9% | +4.9% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling