+1,426.5%
LITE vs SCHW
+76.3%
+1,350.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.2% |
| 7D | +22.6% | -0.9% | +23.5% | +23.0% |
| 30D | -36.8% | -4.4% | -32.4% | -35.7% |
| 3M | -33.0% | -15.9% | -17.1% | -28.7% |
| 6M | -37.1% | +2.0% | -39.1% | -40.1% |
| YTD | +69.5% | -7.3% | +76.8% | +67.6% |
| 1Y | +146.1% | -4.9% | +151.0% | +139.9% |
| All | +1,426.5% | +76.3% | +1,350.2% | +816.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 3y: compounded portfolio wealth divided by compounded SCHW 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…
3y analysis · Full analysis span regression · 6 months rolling