+483.3%
LLY vs SCHD
+63.2%
+420.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +0.9% |
| 7D | +6.7% | +2.7% | +4.0% | +4.9% |
| 30D | +19.6% | +7.1% | +12.4% | +14.4% |
| 3M | +19.7% | +5.7% | +14.0% | +15.6% |
| 6M | +42.7% | +15.6% | +27.1% | +30.2% |
| YTD | +35.1% | +34.9% | +0.2% | +12.1% |
| 1Y | +42.2% | +37.4% | +4.8% | +16.7% |
| 3Y | +140.8% | +74.5% | +66.3% | +70.0% |
| All | +483.3% | +63.2% | +420.1% | +324.5% |
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