+161.1%
SCHD vs LBRT
+43.0%
+118.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.3% |
| 7D | -2.6% | +10.2% | -12.8% | -3.8% |
| 30D | -0.3% | +4.9% | -5.2% | -1.0% |
| 3M | +6.1% | -21.2% | +27.3% | +8.3% |
| 6M | +11.7% | -19.9% | +31.7% | +13.3% |
| YTD | +26.3% | +20.8% | +5.6% | +21.0% |
| 1Y | +28.8% | +123.5% | -94.8% | +12.5% |
| 3Y | +55.0% | +30.9% | +24.1% | +41.3% |
| 5Y | +60.0% | +136.3% | -76.3% | +30.4% |
| All | +161.1% | +43.0% | +118.1% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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