+1,009.8%
LITE vs SCHG
+82.9%
+926.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.8% | +11.8% | +12.1% |
| 7D | +12.6% | -0.1% | +12.7% | +12.4% |
| 30D | +9.9% | -1.5% | +11.4% | +11.6% |
| 3M | +9.3% | +4.4% | +4.9% | +3.4% |
| 6M | +75.2% | +15.7% | +59.5% | +45.5% |
| YTD | +165.5% | +8.3% | +157.2% | +139.8% |
| 1Y | +555.0% | +14.2% | +540.8% | +465.6% |
| 3Y | +1,870.5% | +88.3% | +1,782.2% | +991.1% |
| 5Y | +1,009.8% | +83.5% | +926.4% | +522.0% |
| All | +1,009.8% | +82.9% | +926.9% | +522.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling