-4.5%
LUNR vs SCHG
+5.5%
-10.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.5% | -8.8% |
| 7D | -14.3% | -2.5% | -11.8% | -7.7% |
| 30D | -30.5% | -5.4% | -25.1% | -17.8% |
| 3M | -28.9% | -2.2% | -26.7% | -23.5% |
| 6M | -60.8% | +5.2% | -66.0% | -64.6% |
| YTD | -38.8% | +6.8% | -45.6% | -47.8% |
| 1Y | -4.5% | +5.9% | -10.4% | -16.2% |
| All | -4.5% | +5.5% | -10.1% | -16.2% |
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