+216.8%
LUNR vs SCCO
+177.0%
+39.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -3.1% | -2.7% | -0.5% | -1.6% |
| 30D | -15.3% | -0.7% | -14.6% | -15.5% |
| 3M | -53.2% | +8.1% | -61.3% | -56.0% |
| 6M | -22.2% | +4.1% | -26.3% | -25.0% |
| YTD | -11.6% | +41.1% | -52.7% | -27.4% |
| 1Y | +68.4% | +95.6% | -27.1% | +17.2% |
| 3Y | +216.8% | +179.3% | +37.5% | +85.3% |
| All | +216.8% | +177.0% | +39.7% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 3y: compounded portfolio wealth divided by compounded SCCO 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…
3y analysis · Full analysis span regression · 6 months rolling