+178.9%
SCHD vs LBRT
-15.3%
+194.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +2.7% | +9.2% | -6.5% | +1.6% |
| 30D | +7.1% | -27.5% | +34.7% | +10.6% |
| 3M | +5.7% | -37.9% | +43.6% | +10.9% |
| 6M | +15.6% | -60.7% | +76.3% | +27.2% |
| YTD | +34.9% | -28.5% | +63.4% | +36.5% |
| 1Y | +37.4% | -13.2% | +50.6% | +35.3% |
| 3Y | +74.5% | -28.8% | +103.3% | +70.2% |
| 5Y | +63.7% | +28.0% | +35.7% | +43.2% |
| All | +178.9% | -15.3% | +194.2% | +114.7% |
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