+75.9%
LUNR vs SCHG
+16.6%
+59.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +3.1% |
| 7D | -3.6% | -0.7% | -2.9% | -1.9% |
| 30D | +5.9% | +0.2% | +5.6% | +4.9% |
| 3M | -56.0% | +2.2% | -58.2% | -58.0% |
| 6M | -20.5% | +15.0% | -35.5% | -43.9% |
| YTD | -8.7% | +9.2% | -17.9% | -27.5% |
| 1Y | +75.9% | +15.7% | +60.2% | +36.0% |
| All | +75.9% | +16.6% | +59.3% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling