+92.7%
LLY vs SCHD
+54.5%
+38.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.7% |
| 7D | -3.1% | -2.6% | -0.5% | -1.2% |
| 30D | -8.6% | -0.3% | -8.3% | -8.3% |
| 3M | -1.6% | +6.1% | -7.7% | -5.5% |
| 6M | +11.8% | +11.7% | +0.1% | +4.0% |
| YTD | +5.1% | +26.3% | -21.2% | -9.5% |
| 1Y | +50.7% | +28.8% | +22.0% | +28.3% |
| All | +92.7% | +54.5% | +38.2% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling