-3.3%
LVS vs SCHG
+459.0%
-462.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.2% |
| 7D | -3.5% | -1.0% | -2.4% | -2.6% |
| 30D | -6.2% | -1.3% | -5.0% | -5.3% |
| 3M | -14.8% | +5.4% | -20.3% | -19.0% |
| 6M | -20.9% | +14.4% | -35.3% | -29.9% |
| YTD | -33.0% | +8.0% | -41.1% | -37.8% |
| 1Y | -20.0% | +12.7% | -32.7% | -28.5% |
| 3Y | -6.9% | +85.6% | -92.5% | -47.8% |
| 5Y | +9.1% | +85.5% | -76.4% | -39.2% |
| All | -3.3% | +459.0% | -462.3% | -81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling