+216.8%
LUNR vs SCHG
+86.3%
+130.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -3.5% |
| 7D | -3.1% | -1.0% | -2.1% | -1.2% |
| 30D | -15.3% | -1.3% | -14.1% | -13.4% |
| 3M | -53.2% | +5.4% | -58.6% | -57.6% |
| 6M | -22.2% | +14.4% | -36.6% | -37.6% |
| YTD | -11.6% | +8.0% | -19.6% | -21.4% |
| 1Y | +68.4% | +12.7% | +55.7% | +42.2% |
| 3Y | +216.8% | +85.6% | +131.2% | +71.6% |
| All | +216.8% | +86.3% | +130.5% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling