-0.3%
SHW vs LUNR
+51.5%
-51.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -1.0% |
| 7D | -4.5% | -0.5% | -3.9% | -4.5% |
| 30D | -12.7% | -11.3% | -1.4% | -12.7% |
| 3M | +4.7% | -44.9% | +49.6% | +4.8% |
| 6M | -3.4% | -17.3% | +13.9% | -3.4% |
| YTD | -1.3% | -9.9% | +8.6% | -1.4% |
| 1Y | -10.4% | +76.1% | -86.5% | -10.5% |
| 3Y | +20.1% | +240.0% | -219.9% | +20.7% |
| All | -0.3% | +51.5% | -51.8% | +4.3% |
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