+69.6%
LSCC vs SCHG
+5.5%
+64.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | -1.2% |
| 7D | +3.0% | -2.5% | +5.5% | +8.6% |
| 30D | -19.3% | -5.4% | -13.8% | -9.3% |
| 3M | -22.3% | -2.2% | -20.1% | -18.0% |
| 6M | -14.6% | +5.2% | -19.8% | -19.8% |
| YTD | +45.8% | +6.8% | +39.0% | +29.2% |
| 1Y | +69.6% | +5.9% | +63.7% | +52.5% |
| All | +69.6% | +5.5% | +64.1% | +52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling