+96.4%
SHOP vs LUNR
+241.9%
-145.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.7% | -0.7% | -4.9% |
| 7D | -10.6% | +0.5% | -11.2% | -10.7% |
| 30D | -18.3% | -5.3% | -13.0% | -18.0% |
| 3M | +14.8% | -45.6% | +60.4% | +22.0% |
| 6M | -5.0% | -17.4% | +12.3% | -6.8% |
| YTD | -21.2% | -7.9% | -13.3% | -25.0% |
| 1Y | -11.6% | +77.6% | -89.3% | -24.0% |
| All | +96.4% | +241.9% | -145.5% | +52.1% |
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 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