+566.6%
SCHD vs LDOS
+761.1%
-194.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.3% | -5.4% | +5.1% | +1.2% |
| 30D | +3.4% | +4.9% | -1.4% | +1.9% |
| 3M | +7.6% | +7.2% | +0.4% | +5.0% |
| 6M | +12.2% | -24.2% | +36.4% | +20.2% |
| YTD | +29.0% | -25.8% | +54.8% | +38.1% |
| 1Y | +30.3% | -24.7% | +55.0% | +38.6% |
| 3Y | +56.1% | +39.3% | +16.9% | +34.9% |
| 5Y | +60.4% | +43.3% | +17.1% | +35.4% |
| 10Y | +241.3% | +278.6% | -37.3% | +126.9% |
| All | +566.6% | +761.1% | -194.5% | +245.4% |
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