+3,870.0%
LSCC vs SCHG
+1,094.5%
+2,775.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -4.3% |
| 7D | +7.0% | +2.7% | +4.2% | +3.3% |
| 30D | -2.3% | -5.2% | +2.9% | +7.2% |
| 3M | -12.5% | -5.2% | -7.4% | -3.8% |
| 6M | -10.6% | -0.6% | -10.0% | -7.2% |
| YTD | +52.7% | +4.7% | +48.0% | +48.0% |
| 1Y | +74.0% | +6.0% | +67.9% | +65.9% |
| 3Y | +104.8% | +78.9% | +25.9% | -2.3% |
| 5Y | +36.2% | +69.9% | -33.7% | -26.1% |
| 10Y | +1,355.3% | +433.0% | +922.3% | +62.2% |
| All | +3,870.0% | +1,094.5% | +2,775.4% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling