+26.5%
LSCC vs SCHG
+16.0%
+10.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +3.8% |
| 7D | +1.3% | -0.7% | +2.0% | +2.7% |
| 30D | -9.7% | +0.2% | -9.9% | -10.4% |
| 3M | -23.7% | +2.2% | -25.9% | -26.9% |
| 6M | +26.5% | +15.0% | +11.5% | -5.6% |
| All | +26.5% | +16.0% | +10.5% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling