+57.3%
LQD vs SCHD
+553.1%
-495.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.1% | -2.0% | +0.9% | -0.9% |
| 30D | -1.3% | -0.4% | -0.9% | -1.2% |
| 3M | -3.2% | +5.7% | -8.9% | -3.8% |
| 6M | -2.1% | +11.9% | -14.0% | -3.3% |
| YTD | -2.4% | +26.4% | -28.8% | -4.7% |
| 1Y | -2.7% | +27.6% | -30.3% | -5.1% |
| 3Y | +14.2% | +54.9% | -40.8% | +9.1% |
| 5Y | -5.8% | +60.9% | -66.7% | -10.4% |
| 10Y | +22.2% | +243.4% | -221.3% | +12.5% |
| All | +57.3% | +553.1% | -495.8% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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