+1,549.9%
LLY vs SCHD
+244.5%
+1,305.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.9% |
| 7D | -2.9% | -2.0% | -1.0% | -1.6% |
| 30D | -8.4% | -0.4% | -8.0% | -8.1% |
| 3M | -3.8% | +5.7% | -9.5% | -7.3% |
| 6M | +11.9% | +11.9% | +0.1% | +3.9% |
| YTD | +4.3% | +26.4% | -22.1% | -11.0% |
| 1Y | +48.5% | +27.6% | +20.8% | +25.9% |
| 3Y | +91.2% | +54.9% | +36.3% | +41.2% |
| 5Y | +387.5% | +60.9% | +326.5% | +247.2% |
| All | +1,549.9% | +244.5% | +1,305.4% | +528.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 10y: compounded portfolio wealth divided by compounded SCHD 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…
10y analysis · Full analysis span regression · 6 months rolling