+17,170.0%
LLY vs SCHW
+51,844.3%
-34,674.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.9% |
| 7D | -3.1% | -1.3% | -1.8% | -2.9% |
| 30D | -5.1% | -0.4% | -4.7% | -5.0% |
| 3M | -2.1% | +21.7% | -23.7% | -5.1% |
| 6M | +13.8% | +13.0% | +0.9% | +11.4% |
| YTD | +5.1% | +8.0% | -2.9% | +3.4% |
| 1Y | +53.1% | +15.8% | +37.3% | +48.8% |
| 3Y | +95.6% | +87.7% | +7.9% | +74.6% |
| 5Y | +361.5% | +59.7% | +301.8% | +312.7% |
| 10Y | +1,545.2% | +292.9% | +1,252.3% | +1,127.4% |
| All | +17,170.0% | +51,844.3% | -34,674.3% | +4,817.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling