+40.6%
SCHW vs LUNR
+51.5%
-10.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.9% | +0.8% |
| 7D | -2.8% | -0.5% | -2.2% | -2.8% |
| 30D | -0.1% | -11.3% | +11.2% | 0.0% |
| 3M | +20.6% | -44.9% | +65.5% | +21.0% |
| 6M | +15.9% | -17.3% | +33.3% | +15.6% |
| YTD | +8.5% | -9.9% | +18.4% | +8.0% |
| 1Y | +17.8% | +76.1% | -58.3% | +16.6% |
| 3Y | +88.5% | +240.0% | -151.5% | +87.0% |
| All | +40.6% | +51.5% | -10.9% | +46.5% |
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