+390.6%
LLY vs SCHW
+59.3%
+331.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -2.9% | -1.9% | -1.1% | -2.7% |
| 30D | -8.4% | -1.6% | -6.8% | -8.3% |
| 3M | -3.8% | +21.3% | -25.0% | -5.8% |
| 6M | +11.9% | +16.5% | -4.5% | +10.0% |
| YTD | +4.3% | +8.4% | -4.1% | +3.3% |
| 1Y | +48.5% | +15.6% | +32.8% | +45.8% |
| 3Y | +91.2% | +86.8% | +4.4% | +78.1% |
| All | +390.6% | +59.3% | +331.4% | +355.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling