-21.4%
SHOP vs LUNR
+48.7%
-70.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.6% | +1.7% |
| 7D | -11.2% | -3.1% | -8.1% | -11.2% |
| 30D | -14.4% | -15.3% | +1.0% | -14.3% |
| 3M | +16.6% | -53.2% | +69.7% | +17.2% |
| 6M | -0.6% | -22.2% | +21.7% | -0.5% |
| YTD | -20.0% | -11.6% | -8.4% | -20.0% |
| 1Y | -11.2% | +68.4% | -79.6% | -11.4% |
| 3Y | +99.5% | +216.8% | -117.3% | +107.8% |
| All | -21.4% | +48.7% | -70.1% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling