+1,815.1%
LSCC vs SCHG
+454.2%
+1,360.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.5% |
| 7D | +0.4% | -2.7% | +3.2% | +4.5% |
| 30D | -9.5% | -2.2% | -7.3% | -6.7% |
| 3M | -13.8% | +6.2% | -19.9% | -20.4% |
| 6M | +24.5% | +13.4% | +11.1% | +5.8% |
| YTD | +55.1% | +7.1% | +48.0% | +43.1% |
| 1Y | +72.5% | +12.5% | +60.0% | +49.5% |
| 3Y | +24.5% | +86.2% | -61.7% | -43.5% |
| 5Y | +81.8% | +83.9% | -2.1% | -11.0% |
| All | +1,815.1% | +454.2% | +1,360.9% | +270.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling