+123.5%
SCHD vs LCID
-95.9%
+219.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -2.0% | -9.8% | +7.9% | -1.6% |
| 30D | -0.4% | -35.5% | +35.1% | +1.3% |
| 3M | +5.7% | -18.4% | +24.1% | +5.9% |
| 6M | +11.9% | -60.5% | +72.4% | +15.1% |
| YTD | +26.4% | -60.1% | +86.5% | +29.8% |
| 1Y | +27.6% | -78.8% | +106.4% | +34.1% |
| 3Y | +54.9% | -92.8% | +147.7% | +66.0% |
| 5Y | +60.9% | -97.9% | +158.8% | +77.1% |
| All | +123.5% | -95.9% | +219.4% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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