+138.5%
SCHD vs LCID
-97.1%
+235.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.2% | +9.7% | +0.9% |
| 7D | +2.7% | -10.2% | +12.9% | +3.1% |
| 30D | +7.1% | -10.2% | +17.3% | +7.4% |
| 3M | +5.7% | -54.1% | +59.9% | +8.7% |
| 6M | +15.6% | -53.8% | +69.3% | +18.0% |
| YTD | +34.9% | -72.0% | +107.0% | +40.1% |
| 1Y | +37.4% | -80.5% | +117.9% | +44.6% |
| 3Y | +74.5% | -92.6% | +167.1% | +86.8% |
| 5Y | +63.7% | -99.3% | +163.0% | +82.7% |
| All | +138.5% | -97.1% | +235.6% | +169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling