-22.7%
SHOP vs LUNR
+51.5%
-74.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | -13.2% | -0.5% | -12.7% | -13.2% |
| 30D | -17.0% | -11.3% | -5.8% | -17.0% |
| 3M | +17.0% | -44.9% | +61.9% | +17.4% |
| 6M | -2.1% | -17.3% | +15.2% | -2.2% |
| YTD | -21.4% | -9.9% | -11.4% | -21.4% |
| 1Y | -11.0% | +76.1% | -87.1% | -11.1% |
| 3Y | +100.9% | +240.0% | -139.1% | +109.7% |
| All | -22.7% | +51.5% | -74.2% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling