+390.7%
LLY vs SCHD
+58.9%
+331.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -3.2% | -3.1% | 0.0% | -1.1% |
| 30D | -7.4% | -0.8% | -6.6% | -6.9% |
| 3M | -1.0% | +6.2% | -7.2% | -4.7% |
| 6M | +12.5% | +11.8% | +0.7% | +5.0% |
| YTD | +5.0% | +26.0% | -21.0% | -8.9% |
| 1Y | +49.8% | +28.1% | +21.6% | +28.6% |
| 3Y | +95.5% | +54.6% | +40.9% | +49.2% |
| 5Y | +390.7% | +60.3% | +330.3% | +265.2% |
| All | +390.7% | +58.9% | +331.7% | +265.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling