-31.8%
LVS vs SCHG
+5.5%
-37.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.3% | +5.2% | +5.9% |
| 7D | +13.4% | -2.5% | +15.9% | +14.6% |
| 30D | +12.2% | -5.4% | +17.6% | +14.8% |
| 3M | -10.7% | -2.2% | -8.6% | -10.1% |
| 6M | -19.8% | +5.2% | -25.0% | -22.7% |
| YTD | -35.8% | +6.8% | -42.6% | -39.9% |
| 1Y | -31.8% | +5.9% | -37.7% | -35.8% |
| All | -31.8% | +5.5% | -37.3% | -35.8% |
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