+1.5%
SHW vs LUNR
+48.7%
-47.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.7% | +1.9% |
| 7D | -3.1% | -3.1% | 0.0% | -3.1% |
| 30D | -10.0% | -15.3% | +5.3% | -10.0% |
| 3M | +2.3% | -53.2% | +55.4% | +2.5% |
| 6M | +0.7% | -22.2% | +22.9% | +0.7% |
| YTD | +0.5% | -11.6% | +12.1% | +0.4% |
| 1Y | -11.5% | +68.4% | -79.9% | -11.6% |
| 3Y | +21.3% | +216.8% | -195.4% | +21.9% |
| All | +1.5% | +48.7% | -47.2% | +6.2% |
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