+605.9%
LITE vs SCHW
+21.7%
+584.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.3% | +10.9% | +10.8% |
| 7D | +3.4% | -0.6% | +4.0% | +3.7% |
| 30D | -34.9% | -4.4% | -30.5% | -33.9% |
| 3M | -21.0% | -13.6% | -7.4% | -17.4% |
| 6M | -38.5% | +5.9% | -44.4% | -41.3% |
| YTD | +75.8% | -6.2% | +82.0% | +74.7% |
| 1Y | +156.7% | -2.2% | +158.9% | +151.1% |
| 3Y | +1,498.6% | +76.9% | +1,421.7% | +1,148.5% |
| All | +605.9% | +21.7% | +584.3% | +522.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling