+2,405.2%
LITE vs SCHG
+454.2%
+1,951.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -4.8% |
| 7D | +10.4% | -2.7% | +13.2% | +14.3% |
| 30D | +14.0% | -2.2% | +16.2% | +16.9% |
| 3M | +9.7% | +6.2% | +3.5% | +1.7% |
| 6M | +39.2% | +13.4% | +25.9% | +18.9% |
| YTD | +153.9% | +7.1% | +146.8% | +133.1% |
| 1Y | +467.5% | +12.5% | +455.0% | +400.3% |
| 3Y | +1,784.2% | +86.2% | +1,698.0% | +890.0% |
| 5Y | +990.3% | +83.9% | +906.4% | +475.1% |
| All | +2,405.2% | +454.2% | +1,951.0% | +126.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling