+54.9%
SCHD vs LEN
-27.3%
+82.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | 0.0% |
| 7D | -2.0% | -4.8% | +2.8% | -1.0% |
| 30D | -0.4% | -6.6% | +6.2% | +0.9% |
| 3M | +5.7% | -15.7% | +21.4% | +9.0% |
| 6M | +11.9% | -16.6% | +28.5% | +15.3% |
| YTD | +26.4% | -21.3% | +47.8% | +31.4% |
| 1Y | +27.6% | -42.0% | +69.6% | +41.8% |
| 3Y | +54.9% | -27.9% | +82.9% | +55.8% |
| All | +54.9% | -27.3% | +82.2% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling