+462.2%
LITE vs SCHG
+13.0%
+449.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -2.5% |
| 7D | +5.2% | -1.0% | +6.2% | +7.1% |
| 30D | -0.6% | -1.3% | +0.7% | +1.1% |
| 3M | +4.2% | +5.4% | -1.2% | -6.2% |
| 6M | +38.0% | +14.4% | +23.5% | +5.1% |
| YTD | +151.5% | +8.0% | +143.5% | +122.2% |
| 1Y | +462.2% | +12.7% | +449.5% | +359.5% |
| All | +462.2% | +13.0% | +449.2% | +359.5% |
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