+553.0%
SCHD vs LH
+381.5%
+171.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.5% |
| 7D | -2.6% | -3.2% | +0.6% | -1.5% |
| 30D | -0.3% | +0.1% | -0.4% | -0.4% |
| 3M | +6.1% | +18.6% | -12.5% | -0.3% |
| 6M | +11.7% | +17.9% | -6.2% | +5.0% |
| YTD | +26.3% | +28.9% | -2.6% | +14.9% |
| 1Y | +28.8% | +16.6% | +12.1% | +20.9% |
| 3Y | +55.0% | +63.6% | -8.5% | +27.6% |
| 5Y | +60.0% | +30.0% | +30.0% | +40.6% |
| 10Y | +243.1% | +191.9% | +51.2% | +114.6% |
| All | +553.0% | +381.5% | +171.5% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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