+1,052.4%
LITE vs SCHW
+56.1%
+996.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +13.6% | -1.6% | +15.2% | +14.1% |
| 30D | +21.6% | -1.1% | +22.6% | +21.6% |
| 3M | +20.3% | +20.4% | 0.0% | +10.6% |
| 6M | +54.4% | +13.6% | +40.7% | +44.2% |
| YTD | +168.3% | +7.7% | +160.6% | +155.0% |
| 1Y | +551.8% | +15.2% | +536.6% | +502.4% |
| 3Y | +1,891.5% | +87.1% | +1,804.4% | +1,430.4% |
| All | +1,052.4% | +56.1% | +996.3% | +818.7% |
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