+579.1%
SCHD vs LDOS
+761.5%
-182.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.1% |
| 7D | -1.7% | -7.2% | +5.5% | +0.3% |
| 30D | +7.7% | +16.8% | -9.1% | +3.1% |
| 3M | +5.2% | -1.6% | +6.8% | +5.3% |
| 6M | +12.9% | -1.0% | +13.8% | +12.2% |
| YTD | +31.4% | -25.8% | +57.1% | +40.3% |
| 1Y | +37.3% | -31.1% | +68.4% | +49.7% |
| 3Y | +68.3% | +32.8% | +35.5% | +47.4% |
| 5Y | +59.9% | +49.4% | +10.5% | +33.0% |
| 10Y | +260.8% | +253.9% | +6.9% | +142.8% |
| All | +579.1% | +761.5% | -182.5% | +251.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling