+166.6%
SCHD vs LBRT
+33.5%
+133.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | -0.3% | +8.7% | -9.0% | -1.3% |
| 30D | +3.4% | +6.6% | -3.2% | +2.5% |
| 3M | +7.6% | -34.5% | +42.1% | +12.4% |
| 6M | +12.2% | -24.5% | +36.6% | +14.6% |
| YTD | +29.0% | +12.7% | +16.2% | +24.6% |
| 1Y | +30.3% | +94.8% | -64.6% | +15.9% |
| 3Y | +56.1% | +31.9% | +24.3% | +42.1% |
| 5Y | +60.4% | +111.8% | -51.4% | +32.5% |
| All | +166.6% | +33.5% | +133.1% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling