+135.9%
SHOP vs LUNR
+348.3%
-212.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.2% | +24.2% | -25.4% | -3.7% |
| 30D | -14.7% | +18.0% | -32.7% | -16.8% |
| 3M | -7.2% | -26.0% | +18.8% | -5.1% |
| 6M | +54.2% | -63.6% | +117.7% | +68.3% |
| YTD | -8.6% | -19.9% | +11.3% | -12.1% |
| 1Y | +0.5% | +50.1% | -49.6% | -11.7% |
| 3Y | +135.9% | +374.5% | -238.5% | +86.4% |
| All | +135.9% | +348.3% | -212.3% | +86.4% |
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