-43.0%
LITE vs SCHD
+12.9%
-55.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +3.9% |
| 7D | -35.9% | -1.7% | -34.2% | -38.5% |
| 30D | -51.5% | +7.7% | -59.2% | -37.2% |
| 3M | -35.7% | +5.2% | -40.9% | -23.2% |
| 6M | -43.0% | +12.9% | -55.8% | -26.4% |
| All | -43.0% | +12.9% | -55.9% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 6mo: compounded portfolio wealth divided by compounded SCHD 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…
6mo analysis · Full analysis span regression · 6 months rolling