+28.3%
LSCC vs SCHG
+85.5%
-57.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -0.6% |
| 7D | +1.4% | -0.9% | +2.3% | +2.8% |
| 30D | -10.0% | -2.3% | -7.7% | -6.6% |
| 3M | -16.1% | +4.5% | -20.6% | -21.6% |
| 6M | +27.4% | +13.6% | +13.8% | +4.6% |
| YTD | +56.9% | +7.6% | +49.3% | +40.8% |
| 1Y | +74.6% | +13.0% | +61.5% | +45.5% |
| All | +28.3% | +85.5% | -57.2% | -43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling