+5,083.9%
LITE vs SCHG
+453.0%
+4,630.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +5.1% |
| 7D | -1.5% | -0.7% | -0.8% | -0.8% |
| 30D | +6.7% | +0.2% | +6.4% | +6.1% |
| 3M | -6.8% | +2.2% | -9.0% | -8.9% |
| 6M | +29.4% | +15.0% | +14.4% | +10.0% |
| YTD | +139.1% | +9.2% | +129.9% | +115.6% |
| 1Y | +521.0% | +15.7% | +505.3% | +433.2% |
| 3Y | +1,535.3% | +87.3% | +1,448.0% | +784.6% |
| 5Y | +889.8% | +84.5% | +805.4% | +440.2% |
| 10Y | +2,400.7% | +448.7% | +1,952.0% | +360.2% |
| All | +5,083.9% | +453.0% | +4,630.8% | +831.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling