+92.5%
LLY vs SCHW
+86.8%
+5.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -3.2% | -2.8% | -0.4% | -2.7% |
| 30D | -7.4% | -0.1% | -7.4% | -7.4% |
| 3M | -1.0% | +20.6% | -21.6% | -3.7% |
| 6M | +12.5% | +15.9% | -3.4% | +9.9% |
| YTD | +5.0% | +8.5% | -3.5% | +3.7% |
| 1Y | +49.8% | +17.8% | +31.9% | +45.5% |
| All | +92.5% | +86.8% | +5.7% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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