+3,409.5%
LITE vs SCHW
+204.4%
+3,205.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -5.2% |
| 7D | +10.8% | +2.0% | +8.8% | +9.9% |
| 30D | -33.4% | -3.6% | -29.8% | -32.6% |
| 3M | -32.2% | -15.0% | -17.3% | -28.4% |
| 6M | -42.1% | +2.6% | -44.7% | -44.0% |
| YTD | +61.9% | -5.7% | +67.6% | +60.7% |
| 1Y | +163.0% | -0.9% | +163.9% | +156.0% |
| 3Y | +1,358.0% | +79.4% | +1,278.6% | +1,012.0% |
| 5Y | +549.9% | +21.2% | +528.7% | +454.7% |
| 10Y | +1,530.1% | +193.3% | +1,336.8% | +817.7% |
| All | +3,409.5% | +204.4% | +3,205.2% | +1,462.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling