+553.0%
SCHD vs LEN
+521.7%
+31.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.6% | -3.4% | +0.7% | -1.9% |
| 30D | -0.3% | -5.7% | +5.4% | +0.9% |
| 3M | +6.1% | -12.2% | +18.3% | +8.8% |
| 6M | +11.7% | -18.3% | +30.0% | +16.0% |
| YTD | +26.3% | -20.2% | +46.5% | +31.4% |
| 1Y | +28.8% | -40.1% | +68.8% | +42.5% |
| 3Y | +55.0% | -26.2% | +81.2% | +60.4% |
| 5Y | +60.0% | -9.8% | +69.9% | +54.6% |
| 10Y | +243.1% | +109.1% | +134.0% | +157.1% |
| All | +553.0% | +521.7% | +31.3% | +256.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling