+60.7%
SCHD vs LBRT
+116.2%
-55.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.1% | -1.5% |
| 7D | -1.1% | +6.9% | -8.1% | -1.9% |
| 30D | +1.5% | +7.8% | -6.3% | +0.6% |
| 3M | +7.4% | -25.3% | +32.7% | +10.2% |
| 6M | +12.4% | -19.6% | +31.9% | +13.7% |
| YTD | +27.5% | +17.2% | +10.4% | +22.7% |
| 1Y | +30.0% | +114.1% | -84.1% | +14.3% |
| 3Y | +56.5% | +27.0% | +29.5% | +42.9% |
| 5Y | +60.7% | +128.3% | -67.6% | +31.4% |
| All | +60.7% | +116.2% | -55.5% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling