+1,549.9%
LLY vs SCHG
+459.0%
+1,090.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.1% |
| 7D | -2.9% | -1.0% | -1.9% | -2.4% |
| 30D | -8.4% | -1.3% | -7.2% | -7.9% |
| 3M | -3.8% | +5.4% | -9.2% | -6.5% |
| 6M | +11.9% | +14.4% | -2.5% | +4.2% |
| YTD | +4.3% | +8.0% | -3.7% | -0.2% |
| 1Y | +48.5% | +12.7% | +35.7% | +38.8% |
| 3Y | +91.2% | +85.6% | +5.6% | +37.9% |
| 5Y | +387.5% | +85.5% | +302.0% | +245.7% |
| All | +1,549.9% | +459.0% | +1,090.9% | +435.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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