-11.4%
SHOP vs LUNR
+53.5%
-64.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.5% |
| 7D | -5.1% | -3.6% | -1.5% | -5.1% |
| 30D | +0.6% | +5.9% | -5.3% | +0.5% |
| 3M | +25.0% | -56.0% | +81.0% | +25.7% |
| 6M | +11.9% | -20.5% | +32.4% | +11.9% |
| YTD | -9.9% | -8.7% | -1.1% | -9.9% |
| 1Y | 0.0% | +75.9% | -75.9% | -0.2% |
| 3Y | +117.5% | +202.9% | -85.4% | +125.9% |
| All | -11.4% | +53.5% | -64.9% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling