+238.6%
SCHD vs LEN
+108.0%
+130.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.1% |
| 7D | -2.0% | -4.8% | +2.8% | -0.9% |
| 30D | -0.4% | -6.6% | +6.2% | +1.1% |
| 3M | +5.7% | -15.7% | +21.4% | +9.5% |
| 6M | +11.9% | -16.6% | +28.5% | +15.8% |
| YTD | +26.4% | -21.3% | +47.8% | +32.2% |
| 1Y | +27.6% | -42.0% | +69.6% | +43.0% |
| 3Y | +54.9% | -27.9% | +82.9% | +61.1% |
| 5Y | +60.9% | -10.7% | +71.6% | +54.9% |
| All | +238.6% | +108.0% | +130.6% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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