+5,083.9%
LITE vs SCHW
+256.5%
+4,827.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.4% |
| 7D | -1.5% | -0.8% | -0.7% | -1.2% |
| 30D | +6.7% | +1.5% | +5.2% | +5.7% |
| 3M | -6.8% | +24.6% | -31.3% | -15.9% |
| 6M | +29.4% | +14.5% | +14.9% | +20.1% |
| YTD | +139.1% | +10.5% | +128.6% | +124.1% |
| 1Y | +521.0% | +13.4% | +507.6% | +475.3% |
| 3Y | +1,535.3% | +88.3% | +1,447.0% | +1,128.6% |
| 5Y | +889.8% | +62.1% | +827.8% | +651.1% |
| 10Y | +2,400.7% | +297.3% | +2,103.5% | +1,183.1% |
| All | +5,083.9% | +256.5% | +4,827.3% | +2,080.3% |
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 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