+92.7%
LLY vs SCHG
+85.5%
+7.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | -3.1% | -0.9% | -2.2% | -2.7% |
| 30D | -8.6% | -2.3% | -6.3% | -7.6% |
| 3M | -1.6% | +4.5% | -6.2% | -4.1% |
| 6M | +11.8% | +13.6% | -1.7% | +3.9% |
| YTD | +5.1% | +7.6% | -2.5% | +0.5% |
| 1Y | +50.7% | +13.0% | +37.7% | +39.6% |
| All | +92.7% | +85.5% | +7.2% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling