+232.7%
LITE vs SCHG
+5.5%
+227.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.3% | -9.1% | -10.3% |
| 7D | -31.4% | -2.5% | -28.9% | -27.8% |
| 30D | -42.6% | -5.4% | -37.1% | -35.4% |
| 3M | -26.2% | -2.2% | -24.1% | -22.1% |
| 6M | -35.8% | +5.2% | -41.0% | -40.5% |
| YTD | +70.0% | +6.8% | +63.3% | +62.5% |
| 1Y | +232.7% | +5.9% | +226.8% | +241.4% |
| All | +232.7% | +5.5% | +227.2% | +241.4% |
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