+2.4%
SHW vs LUNR
+62.5%
-60.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.9% | -8.2% | -2.3% |
| 7D | -1.2% | +6.5% | -7.7% | -1.2% |
| 30D | -11.6% | -4.4% | -7.2% | -11.6% |
| 3M | +9.1% | -47.3% | +56.4% | +9.3% |
| 6M | -0.7% | -11.1% | +10.4% | -0.7% |
| YTD | +1.4% | -3.4% | +4.7% | +1.3% |
| 1Y | -12.3% | +85.8% | -98.1% | -12.5% |
| 3Y | +23.4% | +264.7% | -241.3% | +23.9% |
| All | +2.4% | +62.5% | -60.1% | +7.1% |
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 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