+237.8%
SCHD vs LDOS
+260.1%
-22.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -0.2% |
| 7D | -1.1% | -7.1% | +6.0% | +1.1% |
| 30D | +1.5% | -6.1% | +7.6% | +3.4% |
| 3M | +7.4% | +5.6% | +1.8% | +4.9% |
| 6M | +12.4% | -26.9% | +39.3% | +23.1% |
| YTD | +27.5% | -27.9% | +55.4% | +39.1% |
| 1Y | +30.0% | -26.8% | +56.8% | +40.7% |
| 3Y | +56.5% | +39.6% | +16.9% | +29.3% |
| 5Y | +60.7% | +39.4% | +21.3% | +30.2% |
| 10Y | +237.8% | +260.0% | -22.2% | +111.0% |
| All | +237.8% | +260.1% | -22.4% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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